32 citations · 182 across the 41 of their papers we have counts for
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stat.ME2013
Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach
Yan Zhou, Adam M Johansen, John A D Aston
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calc…
stat.ME2013★ 25 cited
On the exact and -strong simulation of (jump) diffusions
Murray Pollock, Adam M. Johansen, Gareth O. Roberts
This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly),…
stat.ME2013★ 3 cited
A Simple Approach to Maximum Intractable Likelihood Estimation
F. J. Rubio, Adam M. Johansen
Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined wit…