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Gareth W. Peters

Identifiers

  • name variant Gareth W. Peters 0.60 · backfill

Papers (51)

  1. State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing q-fin.ST · 2024 · author #2
  2. Multimodal Data Fusion of Non-Gaussian Spatial Fields in Sensor Networks stat.ME · 2019 · author #2
  3. Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes math.ST · 2019 · author #3
  4. Spatial Field Reconstruction and Sensor Selection in Heterogeneous Sensor Networks with Stochastic Energy Harvesting eess.SP · 2018 · author #3
  5. Riemannian tangent space mapping and elastic net regularization for cost-effective EEG markers of brain atrophy in Alzheimer's disease stat.ML · 2017 · author #12
  6. Sensor Selection and Random Field Reconstruction for Robust and Cost-effective Heterogeneous Weather Sensor Networks for the Developing World stat.ML · 2017 · author #3
  7. Cohort effects in mortality modelling: a Bayesian state-space approach q-fin.ST · 2017 · author #2
  8. Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk? q-fin.RM · 2016 · author #1
  9. Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments q-fin.RM · 2016 · author #1
  10. Trends in crypto-currencies and blockchain technologies: A monetary theory and regulation perspective cs.CR · 2015 · author #1
  11. Designating market maker behaviour in Limit Order Book markets q-fin.ST · 2015 · author #2
  12. A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing q-fin.CP · 2015 · author #2
  13. A spatiotemporal analysis of participatory sensing data "tweets" and extreme climate events toward real-time urban risk management stat.AP · 2015 · author #3
  14. New Perspectives on Multiple Source Localization in Wireless Sensor Networks cs.IT · 2015 · author #4
  15. SMC-ABC methods for the estimation of stochastic simulation models of the limit order book q-fin.CP · 2015 · author #1
  16. Efficient Sequential Monte-Carlo Samplers for Bayesian Inference stat.CO · 2015 · author #3
  17. Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces stat.CO · 2015 · author #2
  18. Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators math.ST · 2015 · author #2
  19. Location Verification Systems for VANETs in Rician Fading Channels cs.NI · 2014 · author #4
  20. Location Verification Systems Under Spatially Correlated Shadowing cs.IT · 2014 · author #3
  21. Location Spoofing Detection for VANETs by a Single Base Station in Rician Fading Channels cs.IT · 2014 · author #4
  22. Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models stat.CO · 2014 · author #2
  23. A Ruin Theoretic Design Approach for Wireless Cellular Network Sharing with Facilities cs.CY · 2014 · author #2
  24. Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective q-fin.RM · 2014 · author #1
  25. Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence q-fin.PM · 2014 · author #2
  26. Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression q-fin.RM · 2014 · author #3
  27. Optimal insurance purchase strategies via optimal multiple stopping times q-fin.RM · 2013 · author #2
  28. Loss Distribution Approach for Operational Risk Capital Modelling under Basel II: Combining Different Data Sources for Risk Estimation q-fin.RM · 2013 · author #2
  29. Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades q-fin.ST · 2013 · author #3
  30. Optimal Information-Theoretic Wireless Location Verification cs.IT · 2012 · author #4
  31. Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets q-fin.ST · 2012 · author #2
  32. A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving q-fin.RM · 2012 · author #1
  33. Generalized Interference Models in Doubly Stochastic Poisson Random Fields for Wideband Communications: the PNSC(alpha) model stat.AP · 2012 · author #1
  34. An Information Theoretic Location Verification System for Wireless Networks cs.IT · 2012 · author #4
  35. Adaptive Markov Chain Monte Carlo Forward Simulation for Statistical Analysis in Epidemic Modelling of Human Papillomavirus stat.AP · 2011 · author #2
  36. System Identification in Wireless Relay Networks via Gaussian Process cs.IT · 2011 · author #1
  37. Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts q-fin.CP · 2011 · author #1
  38. Cooperative Spectrum Sensing for Amplify-and-Forward Cognitive Networks cs.IT · 2011 · author #2
  39. Parameter Estimation for Hidden Markov Models with Intractable Likelihoods math.ST · 2011 · author #4
  40. Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation q-fin.RM · 2011 · author #1
  41. Discussion of "Riemann manifold Langevin and Hamiltonian Monte Carlo methods'' by M. Girolami and B. Calderhead stat.CO · 2010 · author #3
  42. Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses? q-fin.RM · 2010 · author #1
  43. Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation q-fin.ST · 2010 · author #1
  44. Blind Spectrum Sensing in Cognitive Radio over Fading Channels and Frequency Offsets cs.IT · 2010 · author #2
  45. Channel Tracking for Relay Networks via Adaptive Particle MCMC cs.IT · 2010 · author #2
  46. Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC) stat.ME · 2010 · author #1
  47. Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model q-fin.CP · 2010 · author #1
  48. Chain ladder method: Bayesian bootstrap versus classical bootstrap q-fin.CP · 2010 · author #1
  49. Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein stat.ME · 2009 · author #2
  50. Dynamic operational risk: modeling dependence and combining different sources of information q-fin.RM · 2009 · author #1
  51. Model uncertainty in claims reserving within Tweedie's compound Poisson models q-fin.RM · 2009 · author #1

Mentions

  • 1508.04364 #1 · backfill · confidence 0.70 Gareth W. Peters
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  • 1409.1451 #1 · arxiv_oai · confidence 0.70 Gareth W. Peters
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Frequent Coauthors