activity
20082021
most citedLangevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

66 citations · 568 across the 56 of their papers we have counts for

collaborators

67 papers

math.OC2021

A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning

Qikun Xiang, Ariel Neufeld, Gareth W. Peters +2

The cyber risk insurance market is at a nascent stage of its development, even as the magnitude of cyber losses is significant and the rate of cyber loss events is increasing. Exis…

stat.ME2020

Parsimonious Feature Extraction Methods: Extending Robust Probabilistic Projections with Generalized Skew-t

Dorota Toczydlowska, Gareth W. Peters, Pavel V. Shevchenko

We propose a novel generalisation to the Student-t Probabilistic Principal Component methodology which: (1) accounts for an asymmetric distribution of the observation data; (2) is…

cs.NI2020★ 36 cited

Cost-aware Feature Selection for IoT Device Classification

Biswadeep Chakraborty, Dinil Mon Divakaran, Ido Nevat +2

Classification of IoT devices into different types is of paramount importance, from multiple perspectives, including security and privacy aspects. Recent works have explored machin…

stat.AP2020

Spatiotemporal analysis of urban heatwaves using Tukey g-and-h random field models

Daisuke Murakami, Gareth W. Peters, Tomoko Matsui +1

The statistical quantification of temperature processes for the analysis of urban heat island (UHI) effects and local heat-waves is an increasingly important application domain in…

eess.SP2019★ 5 cited

Bayesian Spatial Field Reconstruction with Unknown Distortions in Sensor Networks

Qikun Xiang, Ido Nevat, Gareth W. Peters

Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known…

stat.ME2019★ 1 cited

Multimodal Data Fusion of Non-Gaussian Spatial Fields in Sensor Networks

Pengfei Zhang, Gareth W. Peters, Ido Nevat +2

We develop a robust data fusion algorithm for field reconstruction of multiple physical phenomena. The contribution of this paper is twofold: First, we demonstrate how multi-spatia…