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 ST208 Mathematical Methods and ST407 Monte Carlo Methods.
Another workshop on SMC will be taking place in at ENSAE (Paris) from 26th--28th August, 2015: SMC-2015.
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)
- Matthew Thorpe (co-supervisor Florian Theil)
- Axel Finke (now PDRA in Cambridge University Engineering Department).
- Murray Pollock (now PDRF as part of the i-like project in Warwick).
- 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 in Warwick).
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.
- 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. CRiSM Working Paper 13-04, University of Warwick, March 2013. [ Abstract | .pdf | arxiv]
- M. Pollock, A. M. Johansen and G. O. Roberts, On Exact and -strong Simulation of (Jump) Diffusions. CRiSM Working Paper 13-12, University of Warwick, July 2013. [arxiv]. Revised version to appear in Bernoulli (please note that the version currently available on arxiv corrects a number of small typographical errors still present in the version available via the Bernoulli website).
- 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.
Adam M. Johansen
C0.20 Zeeman Building
a dot m dot johansen at warwick.ac.uk