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Dr Adam Johansen

Dr Adam Johansen does research primarily on methodological and theoretical aspects of simulation-based algorithms.
He is co-director of APTS.


Some generic teaching information - - applicable to my personal tutees, MSc students and those attending my lectures is available from my teaching page. This year I will be lecturing ST407 Monte Carlo Methods.

I will be lecturing the APTS Computer Intensive Statistics module again in 2017.


Students and Collaborators

Current interests include Monte Carlo methodology, particularly sequential methods together with Bayesian statistics and decision theory more generally.

Ph.D. Students:

Current students:

Former Students:

I've also enjoyed working with a number of other students here, including

  • Christopher Nam (now working for Amazon).
  • Javier Rubio (now PDRF at LSHTM).

Prospective Ph.D. students should feel free to email me to discuss possible research directions.


(Pre)Publications to date are listed here. Selected recent additions are listed below.

  • P. Guarniero, A. M. Johansen and A. Lee. The Iterated Auxiliary Particle Filter. To appear in Journal of the American Statistical Association [journal|arxiv]
  • F. Lindsten, A. M. Johansen, C. Naesseth, B. Kirkpatrick, T. Schön, J. A. D. Aston, and A. Bouchard-Côté. Divide and conquer with sequential Monte Carlo. To appear in Journal of Computational and Graphical Statistics. [journal|arxiv]
  • Y. Zhou, A. M. Johansen and J. A. D. Aston, Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach. Journal of Computational and Graphical Statistics, 25(3):701--726, 2016. [journal|arxiv]
  • M. Pollock, A. M. Johansen and G. O. Roberts, On Exact and -strong Simulation of (Jump) Diffusions. Bernoulli, 22(2):794--856, 2016. [pdf|journal website|arxiv].


     Dr Johansen

    Adam M. Johansen

    C0.20 Zeeman Building

    024761- 50919

    a dot m dot johansen at