Dr Adam Johansen, MSc Director
Dr Adam Johansen does research primarily on methodological and theoretical aspects of simulation-based algorithms.
He is co-director of APTS.
I am currently director of the MSc in Statistics.
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.
Students and Collaborators
Current interests include Monte Carlo methodology, particularly sequential methods together with Bayesian statistics and decision theory more generally.
- Pierralberto Guaniero (co-supervisor Anthony Lee)
- Thomas Honnor (co-supervisor Julia Brettschneider)
- Tom Jin (co-supervisor Frank Wood)
- Lewis Rendell (co-supervisor Anthony Lee)
- Axel Finke (now PDRA in Cambridge University Engineering Department).
- Murray Pollock (now PDRF as part of the i-like project in Warwick).
- Matthew Thorpe (co-supervisor Florian Theil (now PDRA at CMU))
- Yan Zhou (now PDRF at NUS, Singapore).
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 [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. ArXiv mathematics preprint 1406.499, 2014. [arxiv]
- Y. Zhou, A. M. Johansen and J. A. D. Aston, Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach. To appear in Journal of Computational and Graphical Statistics. [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].
- 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. [.pdf]
Adam M. Johansen
C0.20 Zeeman Building
a dot m dot johansen at warwick.ac.uk