Dr Adam Johansen
Some generic teaching information -- applicable to my personal tutees and well as those attending my lectures is available from my teaching page. This year I will be lecturing parts of ST104 Statistical Laboratory and ST407 Monte Carlo Methods.
Together with Ludger Evers, I lectured the graduate-level Monte Carlo Methods course at the University of Bristol in 2007. The lecture notes may still be of some use.
Recent Advances in Sequential Monte Carlo, 2012
A conference showcasing recent developments in SMC will be took place between 19th and 21st September, 2012 here at the University of Warwick: SMC-2012.
Students and Collaborators
Current interests include Monte Carlo methodology, particularly sequential methods together with Bayesian statistics and decision theory more generally.
Current Ph.D. Students:
- Axel Finke (co-supervisor Dario Spanò)
- Thomas Honnor (co-supervisor Julia Brettschneider)
- Murray Pollock (co-supervisor Gareth Roberts).
- Matthew Thorpe (co-supervisor Florian Theil)
- Yan Zhou (co-supervisor John Aston).
I've also been having some interesting discussions with other people in the department, including
Prospective Ph.D. students should feel free to email me to discuss possible research directions.
Reading GroupCurrently reading Pierre Del Moral's "Feynman-Kac Formulae: Genealogical and Interacting Particle Systems".
(Pre)Publications to date are listed here. Selected recent additions are listed below.
- Y. Zhou, A. M. Johansen and J. A. D. Aston, Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach. CRiSM Working Paper 13-04, University of Warwick, March 2013. [ Abstract | .pdf | arxiv]
- A. M. Johansen, N. Whiteley and A. Doucet. Exact approximation of Rao-Blackwellised particle filters. In Proceedings of 16th IFAC Symposium on Systems Identification. Brussels, July 2012. [pdf]
- F. J. Rubio and A. M. Johansen. On Maximum Intractable Likelihood Estimation. CRiSM Working Paper 12-04, University of Warwick, March 2012. [ Abstract | .pdf]
- A. Doucet and A. M. Johansen. A Tutorial on Particle filtering and smoothing: Fiteen years later. In Oxford Handbook of Nonlinear Filtering, 2011, D. Crisan and B. Rozovsky (eds.). Oxford University Press.
- N. Whiteley, A. M. Johansen, and S. Godsill. Monte Carlo filtering of piecewise-deterministic processes. Journal of Computational and Graphical Statistics, 20(1):119-139, 2011. [Journal Version|.pdf]
- A. Doucet, A. M. Johansen, and V. B. Tadić. On solving integral equations using Markov Chain Monte Carlo. Applied Mathematics and Computation 216:2869-2880, 2010. [.pdf]
- A. M. Johansen. SMCTC: Sequential Monte Carlo in C++. Journal of Statistical Software, 30(6):1-41, April 2009.
[Journal Version|Draft with line numbers for source code.]
Adam M. Johansen
C0.20 Zeeman Building
a dot m dot johansen at warwick.ac.uk