Adam Johansen is a Professor of Statistics; his research focuses upon methodological and theoretical aspects of simulation-based algorithms.
He is a group leader within the Data Centric Engineering Programme of The Alan Turing Institute: see the project page for more details and get in touch if you're interesting in becoming involved.
He leads the Robust, Scalable Sequential Monte Carlo with Application To Urban Air Quality project — again, get in touch if you're interested in becoming involved. He is an investigator within The CoSinES Project.
He is co-director of APTS.

Teaching

Some generic teaching information - - applicable to my personal tutees, MSc students and those attending my lectures is available from my teaching page.

Research

Current interests include Monte Carlo methodology, particularly sequential methods together with Bayesian statistics and decision theory more generally.

Information about former students.

Prospective Ph.D. students should feel free to email me to discuss possible research directions and might find the theses of some of my former students (available by following the above link) useful indicators of the types of project in which I am typically involved.

Current Research Group

PhD Students

• Rocco Caprio
• Chatchuea Kimchaiwong (co-supervisor Jeremie Houssineau)
• Jen Ning Lim
• Liwen Xue

Postdoctoral Researchers

• Dr Juan Kuntz Nussio (as part of the Robust SMC with Application to Urban Air Quality Project)
• Dr Jure Vogrinc (as part of the Robust SMC with Application to Urban Air Quality Project)

Publications

(Pre)Publications to date are listed here. Selected recent additions are listed below.

• F. R. Crucinio, A. Doucet, and A. M. Johansen. A particle method for solving Fredholm integral equations of the first kind. Journal of the American Statistical Association, In press. [journal|arxiv]
• J. Hodgson, A. M. Johansen, and M. Pollock. Unbiased simulation of rare events in continuous time. Methodology and Computing in Applied Probability, 24:2123-2148, 2022. [journal|arxiv]
• M. Pollock, P. Fearnhead, A. M. Johansen and G. O. Roberts. Quasi-stationary Monte Carlo methods and the ScaLE algorithm.Journal of the Royal Statistical Society Series B (Statistical Methodology) 82(5):1167–1221, 2020. [journal|arxiv]
• A. Finke, A. Doucet, and A. M. Johansen. Limit theorems for sequential MCMC methods. Advances in Applied Probability 52(2):377-403, 2020 [journal|arxiv]
• J. Koskela, P. Jenkins, A. M. Johansen, and D. Spanò. Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Annals of Statistics 48(1):560–583, 2020 as corrected in Erratum: Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Annals of Statistics, 50(4):2467 – 2468, 2022. [journal|arxiv]
• P. Guarniero, A. M. Johansen and A. Lee. The Iterated Auxiliary Particle Filter. Journal of the American Statistical Association 112(520):1636–1647, 2017 [journal|arxiv]
• 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. Journal of Computational and Graphical Statistics 26(2):445–458, 2017. [journal website|arxiv]
• Y. Zhou, A. M. Johansen and J. A. D. Aston, Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach. Journal of Computational and Graphical Statistics, 25(3):701–726, 2016. [journal|arxiv]

Editorial Responsibilities

I am currently:

• Associated Editor for Journal of the Royal Statistical Society: Series B (Statistical Methodology)
• Comissioning Editor for the Newsletter of the London Mathematical Society

Software

• SMCTC: A Sequential Monte Carlo Template Class (C++)
• RcppSMC: An Rcpp library which has evolved from the above (currently version 0.2.6) ; the development version of RcppSMC lives on github and a google-groups-based discussion list also exists.

 

Adam M. Johansen

MSB 2.18

024761- 50919

a dot m dot johansen at warwick.ac.uk