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Monte Carlo Computation Publications

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Past acidification and recovery of surface waters, soils and ecology in the United Kingdom: Prospects for the future under current deposition and land use protocols (2013)
R.C. Helliwell, J. Aherne, G. MacDougall, T.R. Nisbet, D. Lawson, B.J. Cosby and C.D. Evans
Ecological Indicators
DOI: dx.doi.org/10.1016/j.ecolind.2013.02.005
URL provided by the author
A statistical method for determining the volume of volcanic fall deposits (2013)
R.E. Burden, L. Chen, J.C. Phillips
Communications on Stochastic Analysis
DOI: 10.1007/s00445-013-0707-4
URL provided by the author
Similarity matrices and clustering algorithms for population identifcation using genetic data (2012)
Daniel Lawson and Daniel Falush
Annual Review of Human Genomics, vol: 13, Pages: 337 - 361
DOI: abs/10.1146/annurev-genom-08241
URL provided by the author
Inference of population structure using dense haplotype data (2012)
Daniel Lawson, Garrett Hellenthal, Simon Myers, and Daniel Falush
PLoS Genetics, vol: 8, Issue: 1, Page: e1002453
URL provided by the author
Sequential Monitoring of a Bernoulli Sequence when the Pre-change Parameter is Unknown (2012)
G. J. Ross, D. K. Tasoulis, N. M. Adams
Computational Statistics
Exponentially Weighted Moving Average Charts for Detecting Concept Drift (2012)
G. J. Ross, D. K. Tasoulis, N. M. Adams, D. J. Hand
Pattern Recognition Letters, vol: 33, Issue: 2, Pages: 191 - 198
Two Nonparametric Control Charts for Detecting Arbitrary Distribution Changes (2012)
G. J. Ross, N. M. Adams
Journal of Quality Technology, vol: 44, Issue: 2, Pages: 102 - 116
Implications of changing the minimal survival benefit in liver transplantation (2012)
Knight, M, Barber, K., Gimson, A., Collett, D., Neuberger, J.
Liver Transplantation
DOI: DOI: 10.1002/lt.23380
Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem (2011)
Daniel Lawson, Grietje Holtrop and Harry Flint
The Biometrical Journal, vol: 53, Pages: 543 - 556
URL provided by the author
Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)
G. J. Ross, D. K. Tasoulis, N. M. Adams
Technometrics, vol: 53, Issue: 4, Pages: 379 - 389
Spectral estimation for locally stationary time series with missing observations (2011)
Knight MI, Nunes MA, Nason GP
Statistics and Computing, vol: 21
DOI: 10.1007/s11222-011-9256-x
Likelihood-free estimation of model evidence (2011)
Xavier Didelot Richard G. Everitt, Adam M. Johansen and Daniel J. Lawson
Bayesian Analysis, vol: 6, Pages: 49 - 76
URL provided by the author
Likelihood-Free Inference of Population Structure and Local Adaptation in a Bayesian Hierarchical Model. (2010)
Bazin, E., K. J. Dawson, and M. A. Beaumont
Genetics, vol: 185, Pages: 587 - 602
Approximate Bayesian computation in evolution and ecology (2010)
Beamont, M.A.
Annual Review of Ecology, Evolution, and Systematics, vol: 41, Pages: 379 - 406
In defence of model-based inference in phylogeography REPLY. (2010)
Beaumont, M. A., R. Nielsen, C. Robert, J. Hey, O. Gaggiotti, L. Knowles, A. Estoup, M. Panchal, J. Corander, M. Hickerson, S. A. Sisson, N. Fagundes, L. Chikhi, P. Beerli, R. Vitalis, J. M. Cornuet, J. Huelsenbeck, M. Foll, Z. H. Yang, F. Rousset, D. Bal
Molecular Ecology, vol: 19, Pages: 436 - 446
The Confounding Effects of Population Structure, Genetic Diversity and the Sampling Scheme on the Detection and Quantification of Population Size Changes. (2010)
Chikhi, L., V. C. Sousa, P. Luisi, B. Goossens, and M. A. Beaumont
Genetics, vol: 186, Pages: 983 - 995
Graphical models for inference under outcome dependent sampling (2010)
Didelez, Kreiner, Keiding
Statistical Science, vol: 25, Pages: 368 - 387
DOI: 10.1214/10-STS340
URL provided by the author
On solving integral equations using Markov chain Monte Carlo methods (2010)
Doucet, A; Johansen, AM; Tadic, VB
Applied Math. and Comp., vol: 216, Issue: 10, Pages: 2869 - 2880
The simple harmonic urn (2010)
Edward Crane, Nicholas Georgiou, Stanislav Volkov, Andrew Wade and Robert Waters
Annals of Probability
Combining genetic, historical and geographical data to reconstruct the dynamics of bioinvasions: application to the cane toad Bufo marinus. (2010)
Estoup, A., S. J. E. Baird, N. Ray, M. Currat, J. M. Cornuet, F. Santos, M. A. Beaumont, and L. Excoffier.
Molecular Ecology Resources, vol: 10, Pages: 886 - 901
Inferring introduction routes of invasive species using approximate Bayesian computation on microsatellite data. (2010)
Guillemaud, T., M. A. Beaumont, M. Ciosi, J. M. Cornuet, and A. Estoup.
Heredity, vol: 104, Pages: 88 - 99
Posterior Weighted Reinforcement Learning with State Uncertainty (2010)
Larsen, T; Leslie, DS; Collins, EJ, et al.
Neural Computation, vol: 22, Pages: 1149 - 1179
Reply to Robert et al.: Model criticism informs model choice and model comparison (2010)
Ratmann, O; Andrieu, C; Wiuf, C, et al.
Proceedings of the National Academy of Sciences, USA, vol: 107, Issue: 3, Pages: E6 - E7
Stability of a growth process generated by monomer filling with nearest-neighbor cooperative effects (2010)
Stanislav Volkov and Vadim Shcherbakov
Stochastic Processes and their Applications,, Pages: na - na
URL provided by the author
The fixation probability of two competing beneficial mutations (2010)
Yu, Feng; Etheridge, Alison
Theoretical Population Biology, vol: 78, Issue: 1, Pages: 36 - 45
Inference of Homologous Recombination in Bacteria Using Whole Genome Sequences (2010)
avier Didelot, Daniel Lawson, Aaron Darling and Daniel Falush
Genetics, vol: 186, Pages: 1435 - 1449
URL provided by the author
Enumerating the decomposable neighbours of a decomposable graph under a simple perturbation scheme (2009)
Alun Thomas and Peter J. Green
Computational Statistics and Data Analysis, vol: 53, Pages: 1232 - 1238
DOI: 10.1016/j.csda.2008.10.029
URL provided by the author
Adaptive approximate Bayesian computation (2009)
Beaumont, M. A., J. M. Cornuet, J. M. Marin, and C. P. Robert
Biometrika, vol: 96, Pages: 983 - 990
A novel parallel approach to the likelihood-based estimation of admixture in population genetics. (2009)
Giovannini, A., G. Zanghirati, M. A. Beaumont, L. Chikhi, and G. Barbujani.
Bioinformatics, vol: 25, Pages: 1440 - 1441
Expert Knowledge and Multivariate Emulation: The Thermosphere-Ionosphere Electrodynamics General Circulation Model (TIE-GCM) (2009)
J.C. Rougier, S. Guillas, A. Maute, A.D. Richmond
Technometrics, vol: 51, Pages: 414 - 424
DOI: doi:10.1198/TECH.2009.07123
A nondecimated lifting transform (2009)
Knight MI, Nason GP
Statistics and Computing, vol: 19, Pages: 1 - 16
DOI: 10.1007/s11222-008-9062-2
Efficient Utility-based Clustering over High Dimensional Partition Spaces (2009)
Liverani, S., Anderson, P. E., Edwards, K. D., Millar, A. J. and Smith, J. Q.
Bayesian Analysis, vol: 4, Issue: 3, Pages: 539 - 572
URL provided by the author
PopABC: a program to infer historical demographic parameters (2009)
Lopes, J. S., D. Balding, and M. A. Beaumont
Bioinformatics, vol: 25, Pages: 2747 - 2749
On the use of simple dynamical systems for climate predictions: A Bayesian prediction of the next glacial inception (2009)
M. Crucifix and J.C. Rougier
The European Physics Journal - Special Topics, vol: 174, Pages: 11 - 31
DOI: DOI:10.1140/epjst/e2009-01087-5
Learning to Count: Robust Estimates for Labeled Distances between Molecular Sequences (2009)
O'Brien, J.D, Minin, V.N., Suchard, M.A.
Molecular Biology and Evolution
DOI: 10.1093/molbev/msp003
Approximate Bayesian Computation Without Summary Statistics: The Case of Admixture. (2009)
Sousa, V. C., M. Fritz, M. A. Beaumont, and L. Chikhi
Genetics, vol: 181, Pages: 1507 - 1519
Forest fires on Z+ with ignition only at 0 (2009)
Stanislav Volkov
ALEA Latin American Journal of Probability and Mathematical Statistics, vol: 6, Pages: 399 - 414
URL provided by the author
Queueing with neighbours (2009)
Stanislav Volkov and Vadim Shcherbakov
Probability and Mathematical Genetics: Papers in Honour of Sir John Kingman
Editors: N. H. Bingham and C. M. Goldie
Page numbers: 463 - 481
Publisher: London Mathematical Society Lecture Notes Series
URL provided by the author
On stability of adsorption processes (2009)
Stanislav Volkov and Vadim Shcherbakov
Contemporary Problems of Mathematics and Mechanics.
Editors: Shiryaev, A.N.
Page numbers: 166 - 174
Publisher: Moscow State University Press
URL provided by the author
EAKF-CMAQ: Introduction and evaluation of a data assimilation for CMAQ based on the Ensemble Adjustment Kalman filter (2008)
A. Zubrow, L. Chen and V.R. Kotamarthi
J. Geophys. Res., vol: 113
DOI: 10.1029/2007JD009267
URL provided by the author
On Potts model clustering,kernel K-means and density estimation, in press (2008)
A.Murua, L.I.Stanberry, W.Stuetzle.
Journal of Computational and Graphical Statistics
Markov Chains (2008)
Adam M. Johansen
Encyclopedia of Computer Science and Engineering
Publisher: Wiley
URL provided by the author
SMCTC: Sequential Monte Carlo in C++ (2008)
Adam M. Johansen
Statistics Group Research Report 08:16
URL provided by the author
A note on auxiliary particle filters (2008)
Adam M. Johansen and Arnaud Doucet
Statistics & Probability Letters, vol: 78, Issue: 12, Pages: 1498 - 1504
URL provided by the author
Particle methods for maximum likelihood parameter estimation in latent variable models. (2008)
Adam M. Johansen, Arnaud Doucet and Manuel Davy
Statistics and Computing, vol: 18, Issue: 1, Pages: 47 - 57
URL provided by the author
Inferring population history with DIY ABC: a user-friendly approach to approximate Bayesian computation (2008)
Cornuet, J. M., F. Santos, M. A. Beaumont, C. P. Robert, J. M. Marin, D. J. Balding, T. Guillemaud, and A. Estoup.
Bioinformatics, vol: 24, Pages: 2713 - 2719
Using the autocorrelation time and auto-validating methods to improve the performance of Monte Carlo algorithms (2008)
Everitt, R.G.
PhD thesis
URL provided by the author
An approximate Bayesian computation approach to overcome biases that arise when using amplified fragment length polymorphism markers to study population structure. (2008)
Foll, M., M. A. Beaumont, and O. Gaggiotti.
Genetics, vol: 179, Pages: 927 - 939
An urn model for odds ratio based adaptive phase III clinical trials (2008)
Gopal Basak, Atanu Biswas, Stanislav Volkov
Markov Processes and Related Fields
URL provided by the author
Functional connectivity mapping using the ferromagnetic Potts spin model. (2008)
L.I.Stanberry, A.Murua, D.Cordes.
Human Brain Mapping, vol: 29, Issue: 4, Pages: 422 - 440
DOI: 10.1002/hbm.20397
Learning to signal: analysis of a micro-level reinforcement model (2008)
Raffaele Argiento, Robin Pemantle, Brian Skyrms, Stanislav Volkov
Stochastic Processes and their Applications,
URL provided by the author
Separation measures and the geometry of Bayes factor selection for classification (2008)
Smith, J. Q., Anderson, P. E. and Liverani, S.
J. Royal Statist. Soc. B (Methodological), vol: 70, Issue: 5, Pages: 957 - 980
Assessing probabilistic forecasts of multivariate quantities, with applications to ensemble predictions of surface winds. Invited discussion paper. (2008)
T.Gneiting, L.I.Stanberry, E.Grimit, L.Held, N.Johnson.
TEST, vol: 17, Issue: 2, Pages: 211 - 235
DOI: 10.1007/s11749-008-0114-x
ONeSAMP: a program to estimate effective population size using approximate Bayesian computation (2008)
Tallmon, D. A., A. Koyuk, G. Luikart, and M. A. Beaumont
Molecular Ecology Resources, vol: 8, Pages: 299 - 301
Generalised linear mixed model analysis via sequential Monte Carlo sampling (2008)
Yanan Fan, David S. Leslie and Matt P. Wand
Electronic Journal of Statistics, vol: 2, Pages: 916 - 938
URL provided by the author
A note on the accuracy of PAC-likelihood inference with microsatellite data (2007)
Cornuet, J. M., and M. A. Beaumont
Theoretical Population Biology, vol: 71, Pages: 12 - 19
Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value at risk and expected shortfall estimation (2007)
Gareth Peters, Adam M. Johansen and Arnaud Doucet
Journal of Operational Risk, vol: 2, Issue: 3, Pages: 29 - 58
Single-molecule level analysis of the subunit composition of the T cell receptor on live T cells (2007)
J. R. James and S. S. White and R. W. Clarke and A. M. Johansen et al.
Proceedings of the National Academt of Sciences, USA, vol: 104, Issue: 45, Pages: 17662 - 17667
URL provided by the author
Random environment on coloured trees (2007)
Mikhail Menshikov, Dimitri Petritis, Stanislav Volkov
Bernoulli, vol: 13, Pages: 966 - 980
URL provided by the author
Efficient Monte Carlo filtering for discretely observed jumping processes (2007)
N. Whiteley, A. M. Johansen and S. J. Godsill
Proceedings of IEEE Workshop on Statistical Signal Processing
Page numbers: 89 - 93
Month: August
URL provided by the author
The automation and evaluation of nested clade phylogeographic analysis. (2007)
Panchal, M., and M. A. Beaumont
Evolution, vol: 61, Pages: 1466 - 1480
The Retirement Behaviour of the Self-Employed in Britain (2007)
S.C. Parker and J.C. Rougier
Applied Economics, vol: 39, Pages: 697 - 713
Convergence of the SMC implementation of the PHD filter (2006)
A. M. Johansen, S. S. Singh, A. Doucet, and B.-N. Vo.
Methodology and Computing in Applied Probability, vol: 8, Issue: 2, Pages: 265 - 291
URL provided by the author
Sequential Monte Carlo samplers for rare events. (2006)
Adam M. Johansen, Pierre Del Moral and Arnaud Doucet
Proceedings of the 6th International Workshop on Rare Event Simulation,
Editors: Werner Sandmann
Address: Otto-Friedrich-Universitat, Bamberg, Germany
Month: October
URL provided by the author
Spatial-Temporal Statistical Modeling and Prediction of Environmental Processe (2006)
L. Chen, M. Fuentes and J. Davis
Applications of Computational Statistics in the Environmental Sciences: Hierarchical Bayes and MCMC Methods
Editors: James S Clark and Alan Gelfand
Publisher: Oxford University Press
Low frequency signal changes reflect differences in functional connectivity between good readers and dyslexics during continuous phoneme mapping. (2006)
L.I.Stanberry, T.Richards, V.W.Berninger, R.R.Nandy, E.Aylward,K.Maravilla, D.Cordes.
Magnetic Resonance Imaging, vol: 24, Issue: 3, Pages: 217 - 229
DOI: doi:10.1016/j.mri.2005.12.006
Periodicity in the transient regime of exhaustive polling systems (2006)
Mikhail Menshikov, Iain MacPhee, Serguei Popov, Stanislav Volkov
Annals of Applied Probability, vol: 16, Issue: 4, Pages: 1816 - 1850
URL provided by the author
Trading Volume and Contract Rollover in Futures Contracts (2005)
P.R. Holmes and J.C. Rougier
Journal of Empirical Finance, vol: 12, Pages: 317 - 338
Particle Methods for Change Detection, System Identification and Control (2004)
C. Andrieu, A. Doucet, S.S. Singh and V.B. Tadić
Bayesian variable selection and the Swendsen-Wang algorithm (2004)
David Nott and Peter Green
Journal of Computational and Graphical Statistics, vol: 13, Pages: 141 - 157
URL provided by the author
MCMC for machine learning (2003)
C. Andrieu, A. Doucet, N. de Freitas and M. Jordan
Machine Learning
Efficient Particle Filtering for Jump Markov Systems - Applications to Time-Varying Autoregressions (2003)
C. Andrieu, M. Davy and A. Doucet
IEEE Trans. Signal Processing, vol: 51, Issue: 7, Pages: 1762 - 1770
Cluster analysis of fMRI data using dendrogram sharpening. (2003)
L.I.Stanberry, R.R.Nandy, D.Cordes.
Human Brain Mapping, vol: 20, Issue: 4, Pages: 201 - 219
DOI: 10.1002/hbm.10143
Particle Filtering for Partially Observed Gaussian State Space Models (2002)
C. Andrieu and A. Doucet
J. Royal Statist. Soc. B (Methodological), vol: 64, Issue: 4, Pages: 827 - 836
Iterative Algorithms for State Estimation of Jump Markov Linear Systems (2001)
A. Doucet and C. Andrieu
IEEE Trans. Signal Processing, vol: 49, Issue: 6, Pages: 1216 - 1227
Optimal Estimation of Amplitude and Phase Modulated Signals (2001)
C. Andrieu and A. Doucet
Monte Carlo Methods and Applications, vol: 7, Issue: 1-2, Pages: 1 - 14
MCMC Computation for Bayesian Model Selection (2001)
C. Andrieu, P.M. Djurić and A. Doucet
Signal Processing, vol: 81, Issue: 1, Pages: 19 - 37
Delayed rejection in reversible jump Metropolis-Hastings (2001)
Peter Green and Antonietta Mira
Biometrika, vol: 88, Pages: 1035 - 1053
URL provided by the author
Measuring Social Mobility as Unpredictability (2001)
S.C. Parker and J.C. Rougier
Economica, vol: 68, Pages: 63 - 76
On Sequential Monte Carlo Sampling Methods for Bayesian Filtering (2000)
A. Doucet, S.J. Godsill and C. Andrieu
Statistics and Computing, vol: 10, Issue: 3, Pages: 197 - 208
An Improved Method for Uniform Simulation of Stable Minimum Phase Real ARMA(p,q) Processes (1999)
C. Andrieu and A. Doucet
IEEE Signal Processing Letters, vol: 6, Issue: 6, Pages: 142 - 144