Adam Johansen

Bio

Professor in Statistics, University of Warwick and Group Leader of the data-centric engineering programme at the Turing

Adam’s research focuses upon methodological and theoretical aspects of simulation-based algorithms.

Publications

Global consensus Monte Carlo

For Bayesian inference with large data sets, it is often convenient or necessary to...

Rendell, Lewis J.; Johansen, Adam M.; Lee, Anthony; Whiteley, Nick. (2018). Global consensus Monte Carlo. arXiv:1807.09288.

Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo

We study weighted particle systems in which new generations are resampled from current particles...

Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spano, Dario. (2020). Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Annals of Statistics 48(1): 560 - 583.

Rare event simulation for stochastic dynamics in continuous time

Large deviations for additive path functionals and convergence properties for numerical approaches based on...

Angeli, Letizia; Grosskinsky, Stefan; Johansen, Adam M.; Pizzoferrato, Andrea. (2018). Rare event simulation for stochastic dynamics in continuous time. arXiv:1810.00693.

Generalized Bayesian filtering via sequential Monte Carlo

We introduce a framework for inference in general state-space hidden Markov models (HMMs) under...

A. Boustati, Ö. D. Akylidìz, T. Damoulas, and A. M. Johansen (2020). Generalized Bayesian filtering via sequential Monte Carlo. In Advances in Neural Information Processing Systems 33 (NeurIPS). To appear.

Limit theorems for cloning algorithms

Large deviations for additive path functionals of stochastic processes have attracted significant research interest...

L. Angeli, S. Grosskinsky, and A. M. Johansen. Limit theorems for cloning algorithms. Submitted to Stochastic Processes and their Applications, May 2019. Available as: [https://arxiv.org/abs/1902.00509].

Rare Event Simulation for Stochastic Dynamics in Continuous Time

Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have...

L. Angeli, S. Grosskinsky, A. M. Johansen, and A. Pizzoferrato. Rare event simulation for stochastic dynamics in continuous time. Journal of Statistical Physics, 2019. In press. [https://doi.org/10.1007/s10955-019-02340-1]

Professor Adam Johansen

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Bio

Position

Partner Institution

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Bio

Turing Research

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Researcher

Publications