Adam M. Johansen
TitleCited byYear
A tutorial on particle filtering and smoothing: Fifteen years later
A Doucet, AM Johansen
Handbook of Nonlinear Filtering, 656-704, 2011
17292011
A note on auxiliary particle filters
AM Johansen, A Doucet
Statistics & Probability Letters 78 (12), 1498-1504, 2008
1752008
Likelihood-free estimation of model evidence
X Didelot, RG Everitt, AM Johansen, DJ Lawson
Bayesian Analysis 6 (1), 49-76, 2011
1042011
Convergence of the SMC Implementation of the PHD Filter
AM Johansen, SS Singh, A Doucet, BN Vo
Methodology and Computing in Applied Probability 8 (2), 265-291, 2006
812006
Single-molecule level analysis of the subunit composition of the T cell receptor on live T cells
JR James, SS White, RW Clarke, AM Johansen, PD Dunne, DL Sleep, ...
Proceedings of the National Academy of Sciences 104 (45), 17662-17667, 2007
742007
Toward automatic model comparison: an adaptive sequential Monte Carlo approach
Y Zhou, AM Johansen, JAD Aston
Journal of Computational and Graphical Statistics 25 (3), 701-726, 2016
692016
Particle methods for maximum likelihood estimation in latent variable models
AM Johansen, A Doucet, M Davy
Statistics and Computing 18 (1), 47-57, 2008
69*2008
Sequential Monte Carlo samplers for rare events
AM Johansen, P Del Moral, A Doucet
UNIVERSITY OF CAMBRIDGE, DEPARTMENT OF ENGINEERING, CAMBRIDGE UNIVERSITY …, 2005
682005
SMCTC: sequential Monte Carlo in C++
AM Johansen
Journal of Statistical Software 30 (6), 1-41, 2009
502009
Monte carlo methods. lecture notes
AM Johansen, L Evers
University of Bristol, 2007
40*2007
Recent developments in auxiliary particle filtering
N Whiteley, AM Johansen
Bayesian Time Series Models, 52-79, 2011
36*2011
The iterated auxiliary particle filter
P Guarniero, AM Johansen, A Lee
Journal of the American Statistical Association 112 (520), 1636-1647, 2017
35*2017
A simple approach to maximum intractable likelihood estimation
FJ Rubio, AM Johansen
Electronic Journal of Statistics 7, 1632-1654, 2013
312013
On solving integral equations using Markov chain Monte Carlo methods
A Doucet, AM Johansen, VB Tadić
Applied Mathematics and Computation 216 (10), 2869-2880, 2010
312010
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
30*2007
Determination of ANA specificity using the UltraPlex™ platform
J Smith, D Onley, C Garey, S Crowther, N Cahir, A Johanson, S Painter, ...
Annals of the New York Academy of Sciences 1050 (1), 286-294, 2005
292005
Quantifying the uncertainty in change points
CFH Nam, JAD Aston, AM Johansen
Journal of Time Series Analysis 33 (5), 807--823, 2012
272012
On the exact and -strong simulation of (jump) diffusions
M Pollock, AM Johansen, GO Roberts
Bernoulli 22 (2), 794-856, 2016
252016
Monte Carlo filtering of piecewise deterministic processes
N Whiteley, AM Johansen, S Godsill
Journal of Computational and Graphical Statistics 20 (1), 119-139, 2011
242011
Bayesian model comparison for compartmental models with applications in positron emission tomography
Y Zhou, JAD Aston, AM Johansen
Journal of Applied Statistics 40 (5), 993-1016, 2013
232013
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Articles 1–20