Adam M. Johansen

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	All	Since 2016
Citations	3714	1922
h-index	24	17
i10-index	33	26

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200620072008200920102011201220132014201520162017201820192020202122 31 36 85 149 183 262 264 325 385 367 361 404 377 403 6

Co-authors

Arnaud DoucetProfessor of Statistics, University of Oxford & Research Scientist, Google DeepMindVerified email at stats.ox.ac.uk
John AstonStatistical Laboratory, DPMMS, University of CambridgeVerified email at statslab.cam.ac.uk
Nick WhiteleyUniversity of BristolVerified email at bristol.ac.uk
Gareth RobertsProfessor of Statistics, University of WarwickVerified email at warwick.ac.uk
Murray PollockNewcastle UniversityVerified email at newcastle.ac.uk
Richard G. EverittUniversity of WarwickVerified email at warwick.ac.uk
Manuel DAVYCEO at VekiaVerified email at vekia.fr
Daniel John LawsonUniversity of BristolVerified email at bristol.ac.uk
Simon GodsillUniversity of CambridgeVerified email at eng.cam.ac.uk
Ba-Ngu VoCurtin UniversityVerified email at curtin.edu.au
Paul FearnheadProfessor of Statistics; Lancaster UniversityVerified email at lancs.ac.uk
Anthony LeeSchool of Mathematics, University of BristolVerified email at bristol.ac.uk
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestVerified email at inria.fr
Xavier DidelotUniversity of WarwickVerified email at warwick.ac.uk
Fredrik LindstenAssociate Professor, Linköping UniversityVerified email at liu.se
Christopher NamAmazonVerified email at amazon.com
Thomas E. NicholsUniversity of OxfordVerified email at bdi.ox.ac.uk
Alberto SorrentinoDipartimento di Matematica, Università di GenovaVerified email at dima.unige.it
Wilfrid KendallProfessor of Statistics, University of WarwickVerified email at warwick.ac.uk
Sumeetpal Sidhu SinghReader in Engineering Statistics, Department of Engineering, Cambridge UniversityVerified email at cam.ac.uk

Adam M. Johansen

University of Warwick

Verified email at warwick.ac.uk - Homepage

Monte Carlo Methods Computational Statistics Bayesian Statistics Decision Theory


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A tutorial on particle filtering and smoothing: Fifteen years later A Doucet, AM Johansen Handbook of Nonlinear Filtering, 656-704, 2011	2115	2011
A note on auxiliary particle filters AM Johansen, A Doucet Statistics & Probability Letters 78 (12), 1498-1504, 2008	204	2008
Likelihood-free estimation of model evidence X Didelot, RG Everitt, AM Johansen, DJ Lawson Bayesian Analysis 6 (1), 49-76, 2011	128	2011
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	95	2016
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	89	2006
Particle methods for maximum likelihood estimation in latent variable models AM Johansen, A Doucet, M Davy Statistics and Computing 18 (1), 47-57, 2008	85*	2008
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	80	2007
Sequential Monte Carlo samplers for rare events AM Johansen, P Del Moral, A Doucet UNIVERSITY OF CAMBRIDGE, DEPARTMENT OF ENGINEERING, CAMBRIDGE UNIVERSITY …, 2005	68	2005
The iterated auxiliary particle filter P Guarniero, AM Johansen, A Lee Journal of the American Statistical Association 112 (520), 1636-1647, 2017	63	2017
SMCTC: sequential Monte Carlo in C++ AM Johansen Journal of Statistical Software 30 (6), 1-41, 2009	60	2009
Monte carlo methods. lecture notes AM Johansen, L Evans Bristol: University of Bristol, 2007	52*	2007
Recent developments in auxiliary particle filtering N Whiteley, AM Johansen Bayesian Time Series Models, 52-79, 2011	43*	2011
On the exact and -strong simulation of (jump) diffusions M Pollock, AM Johansen, GO Roberts Bernoulli 22 (2), 794-856, 2016	38	2016
Quantifying the uncertainty in change points CFH Nam, JAD Aston, AM Johansen Journal of Time Series Analysis 33 (5), 807--823, 2012	37	2012
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	37	2010
A simple approach to maximum intractable likelihood estimation FJ Rubio, AM Johansen Electronic Journal of Statistics 7, 1632-1654, 2013	35	2013
Monte Carlo filtering of piecewise deterministic processes N Whiteley, AM Johansen, S Godsill Journal of Computational and Graphical Statistics 20 (1), 119-139, 2011	35	2011
Quasi‐stationary Monte Carlo and the ScaLE algorithm M Pollock, P Fearnhead, AM Johansen, GO Roberts Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2020	31*	2020
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	30	2005

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