Quantitative Risk Solutions Lab
Prof. Gareth W. Peters
Publications: (pdf has url links)
Chronological: by date of publication (March 2024)
Topics: grouped by research area (June 2023) (Ju
Preprints:
Google Scholar:
Research Monographs:
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Advances in Approximate Bayesian Computation and Trans-dimensional Sampling Methodology (PhD Thesis)
University of New South Wales, Australia
Citation:
Peters, G.W. Advances in Approximate Bayesian Computation and Trans-Dimensional Sampling Methodology, University of New South Wales, 2009.
Available at SSRN: https://ssrn.com/abstract=3785580
Topics in Sequential Monte Carlo Samplers (Thesis)
University of Cambridge, UK, 2005.
Original preprint manuscript :
Sequential Monte Carlo Samplers
Citations:
Peters, G.W. Topics in Sequential Monte Carlo Samplers.
Cambridge University Engineering Department Thesis,
University of Cambridge, 2005.
Available at SSRN: https://ssrn.com/abstract=3785582
Del Moral, Pierre and Doucet, Arnaud and Peters, Gareth W.,
Sequential Monte Carlo Samplers.
Cambridge University Engineering Department CUED Technical Report
(June 1, 2004).
Available at SSRN: https://ssrn.com/abstract=3841065
Best cited along with final version:
Del Moral P, Doucet A, Jasra A. Sequential monte carlo samplers. Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2006 Jun;68(3):411-36.