Home > JMF>
Biography

Dr. Gareth William Peters

University College London, UK


Email: garethpeters78@gmail.com


Qualifications

2009 Ph.D., University of NSW, Australia

2003 M.Sc., Cambridge University, UK

1998 B.Sc., The University of Melbourne,  Australia


Publications (Selected)

  1. Del Moral P., Peters G.W., and Verge Ch. (2013) “An introduction to particle integration methods: with applications to risk and insurance.” (to appear in Josef Dick, Frances Y. Kuo, Gareth W. Peters, and Ian H. Sloan (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2012, Springer-Verlag.) [arXiv: 1210.3851 ].
  2. Hossack G.R., Peters G.W., Hayes K., (2012) “Estimating nonlinear ecological state space models with flexible observation error”. Methods in Ecology and Evolution, to appear, [arXiv:].
  3. Burgman M., Franklin J., Hayes, K., Hossack G.R., Peters G.W., Sisson S.A. (2012) “Modelling extreme risks in Ecology”. Risk Analysis, to appear, [arXiv:0912.4729].
  4. Peters G.W., Fan Y., Sisson S.A. (2012) “On Sequential Monte Carlo, Partial Rejection Control and Approximate Bayesian Computation”. Statistics and Computing, to appear, [arXiv:0808.3466v2].
  5. Peters G.W., Byrnes A.D., Shevchenko P.V. (2011) “Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?”. Insurance: Mathematics and Economics, 48, 287-303.
  6. Peters G.W., Nevat I., Sisson S.A., Fan Y., Yuan J. (2010) “Bayesian Symbol Detection in Wireless Relay Networks via Likelihood Free Inference”. IEEE Transactions on Signal Processing, 58, 5206-5218.
  7. Peters G.W., Balkrishnan K., Lasscock B. (2010) “Model selection and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Models”. Bayesian Analysis, 5(3), 465-492.
  8. Peters G.W., Sisson S.A., Fan Y. (2010) “Likelihood-free Bayesian inference for α-stable models”. Computational Statistics and Data Anlaysis, to appear 38 pages.
  9. Nevat I., Peters G.W., Yuan J. (2010) “Detection of Gaussian Constellations in MIMO Systems Under Imperfect CSI”. IEEE Transactions of Communications, 58(4), 1151-1160.
  10. Peters G.W., W¨uthrich M., Shevchenko P. (2010) “Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap”. Insurance: Mathematics and Economics, 47(1), 36-51.
  11. Cornebise J., Peters G.W. (2010) “Comments on ’Particle Markov Chain Monte Carlo’”. Journal of the Royal Statistical Society Series B - comments on read paper, 72(3), 269342.
  12. Cornebise J., Peters G.W. (2010) “Discussion of M. Girolami and B. Calderhead’s ’Riemann manifold Langevin and Hamiltonian Monte Carlo methods’ ”. Journal of the Royal Statistical Society Series B - comments on read paper.
  13. Peters G.W., Shevchenko P., W¨uthrich (2009) “Dynamic Operational Risk: modelling dependence and combining different sources of information”. Journal of Operational Risk, 4(2), 69-104.
  14. Peters G.W., Shevchenko P., W¨uthrich M (2009) “Model Uncertainty in Claims Reserving within Tweedie’s Compound Poisson Models”. ASTIN Bulletin, 39(1), 1-33.
  15. Fan Y., Peters G.W., Sisson S.A (2009) “Automating and Evaluating Reversible Jump MCMC Proposal Distributions”. Statistics and Computing, 19, 401-429.
  16. Peters G.W., Nevat I., Yuan J. (2009) “Channel Estimation in OFDM Systems with Unknown Power Delay Profile using Trans-dimensional MCMC”. IEEE Transactions on Signal Processing, IEEE Trans. on Signal Processing, 57(9), 3545-3561.
  17. Nevat I., Peters G.W., Yuan J. (2008) “A Low Complexity MAP Estimation in Linear Models with a Random Gaussian Mixing Matrix”. IEEE Transactions on Communications, to appear.
  18. Peters G.W., Johansen A. M., Doucet A. (2007) “Simulation of the Annual Loss Distribution in Operational Risk via Panjer Recursions and Volterra Integral Equations for Value at Risk and Expected Shortfall Estimation”. Journal of Operational Risk, 2(3).
  19. Peters G.W., Sisson S.A. (2006) “Bayesian Inference, Monte Carlo Sampling and Operational Risk”. Journal of Operational Risk, 1(3).

Profile Details

Null