A. M. Johansen

Introduction

Mr Johansen has recently submitted a thesis entitled "Some Non-Standard Sequential Monte Carlo Methods and Their Applications" and, as of October 1st, 2006, will be commencing work as a research assistant in the Statistics Group within the Department of Mathematics of the University of Bristol.

Contact details

• E-mail: amj26 --at-- eng.cam.ac.uk
• Department Address: University of Cambridge, Department of Engineering, Trumpington Street, Cambridge CB2 1PZ
• Telephone: +44 1223 3 32754
• Mobile telephone: +44 7989 513544
• Fax: +44 1223 3 32662

Research

• Auxiliary variable SMC methods
• Marginal maximum likelihood parameter estimation
• Rare event simulation and probability estimation

• Sequential Monte Carlo samplers for rare events., with P. Del Moral and A. Doucet
  In Proceedings of the 6th International Workshop on Rare Event Simulation, Bamberg, Germany, October 2006. To appear.
  [ bib | .djvu | .ps | .pdf ]
• Maximum Likelihood Parameter Estimation for Latent Variable Models, with A. Doucet and M. Davy
  Presents a novel SMC method for maximum likelihood estimation in latent variable scenarios.
• On the Convergence of the Particle PHD Filter, with S.S. Singh, A. Doucet and B. Vo
  Presents Lp convergence results and a Central limit theorem for the particle implementation of the PHD filter for random sets.

Publications

Publications to date are listed here. Some recent additions are listed below.

2006