Citation indices
 AllSince 2009
Citations to my articles
Citations to my articles
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Title / AuthorCited by Year
Bayesian inference, Monte Carlo sampling and operational risk
GW Peters, SA Sisson
Journal of Operational Risk 1 (3), 27-50
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV WŁthrich
Astin Bulletin 39 (01), 1-33
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
GW Peters, Y Fan, SA Sisson
Statistics and Computing 22 (6), 1209-1222
Dynamic operational risk: modeling dependence and combining different sources of information
GW Peters, PV Shevchenko, MV WŁthrich
arXiv preprint arXiv:0904.4074
Likelihood-free Bayesian inference for α-stable models
GW Peters, SA Sisson, Y Fan
Computational Statistics & Data Analysis 56 (11), 3743-3756
Simulation of the annual loss distribution in operational risk via panjer recursions and volterra integral equations for value at risk and expected shortfall estimation
GW Peters, AM Johansen, A Doucet
Journal of Operational Risk 2 (3), 29-58
Topics in sequential Monte Carlo samplers
GW Peters
M. sc, University of Cambridge, Department of Engineering
Parameter estimation for hidden Markov models with intractable likelihoods
TA Dean, SS Singh, A Jasra, GW Peters
Scandinavian Journal of Statistics
Chain ladder method: Bayesian bootstrap versus classical bootstrap
GW Peters, MV WŁthrich, PV Shevchenko
Insurance: Mathematics and Economics 47 (1), 36-51
Automating and evaluating reversible jump MCMC proposal distributions
Y Fan, GW Peters, SA Sisson
Statistics and Computing 19 (4), 409-421
Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)
GW Peters, GR Hosack, KR Hayes
arXiv preprint arXiv:1005.2238
Analytic loss distributional approach models for operational risk from the α-stable doubly stochastic compound processes and implications for capital allocation
GW Peters, PV Shevchenko, M Young, W Yip
Insurance: Mathematics and Economics 49 (3), 565-579
Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?
GW Peters, AD Byrnes, PV Shevchenko
Insurance: Mathematics and Economics 48 (2), 287-303
Sharp propagation of chaos estimates for Feynman-Kac particle models
P Del Moral, A Doucet, GW Peters
Theory of Probability & Its Applications 51 (3), 459-485
Bayesian symbol detection in wireless relay networks via likelihood-free inference
GW Peters, I Nevat, SA Sisson, Y Fan, J Yuan
Signal Processing, IEEE Transactions on 58 (10), 5206-5218
Likelihood-free samplers
SA Sisson, GW Peters, Y Fan, M Briers
Journal Submission
A note on target distribution ambiguity of likelihood-free samplers
SA Sisson, GW Peters, M Briers, Y Fan
arXiv preprint arXiv:1005.5201
Adaptive Markov chain Monte Carlo forward projection for statistical analysis in epidemic modelling of human papillomavirus
IA Korostil, GW Peters, J Cornebise, DG Regan
Statistics in medicine 32 (11), 1917-1953
Handbook on Operational Risk
M Cruz, G Peters, P Shevchenko
Wiley New York
Location-aware cooperative spectrum sensing via Gaussian processes
I Nevat, GW Peters, IB Collings
Communications Theory Workshop (AusCTW), 2012 Australian, 19-24
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