Professor Wilfrid Kendall works mostly in probability theory, with particular interests in: random processes, stochastic geometry, stochastic calculus, computer algebra in statistics and probability, and perfect simulation. He has served as President of the Bernoulli Society, was founding co-director of APTS (2007-2017), and was one of 3 organizers of the EPSRC-funded workshop Probability 2008: New Scaling Limits and Other Recent Developments, Monday 31st March to Friday 4th April 2008. He has recently been PI on three EPSRC-funded projects: Inside-out: Statistical methods for Computed Tomography validation of complex structures in Additive Layer ManufacturingLink opens in a new window, Probabilistic coupling and nilpotent diffusionsLink opens in a new window, Dirichlet forms and Markov chain Monte CarloLink opens in a new window, as well as PI for the original EPSRC grant supporting APTSLink opens in a new window.

Contact him at; w dot s dot kendall at warwick dot ac dot uk.

Research preprints

An old list of preprints is available at http://www.warwick.ac.uk/go/wsk/ppt.

Talks

Slides for some recent talks are available here.

Some publications (reverse chronological order from 1998)

2021

(with L. Fleming and C.J. Oates) A Statistical Approach to Surface Metrology for 3D-Printed Stainless Steel.Link opens in a new window To appear in TechnometricsLink opens in a new window, possibly in 2022. [Open Access!Link opens in a new window]

(with T.J.Dodwell, L. Fleming, C. Buchanan, P. Kyvelou, G. Detommaso, P.D. Gosling, R. Scheichl, L. Gardner, M.A. Girolami, and C.J. Oates) A Data-Centric Approach to Generative Modelling for 3D-Printed SteelLink opens in a new window, appeared online in Proceedings of the Royal Society A: Mathematical, Physical and Engineering SciencesLink opens in a new window [Open Access!Link opens in a new window].

(with J. Vogrinc) Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities.Link opens in a new window Annals of Applied Probability, 31 (2) pp972-1019. [OpenAccess!]. See also arxiv.org/abs/1910.09485.

2020

(with J.A. Brettschneider, O.T. Giles and T. Lazauskas) DetectorChecker: analyzing patterns of defects in detector screensLink opens in a new window. Journal of Open Source SoftwareLink opens in a new window, 5(56), 2474, https://doi.org/10.21105/joss.02474 [OpenAccess!Link opens in a new window].

(with C. Barnes) Perches, Post-holes and GridsLink opens in a new window. In Planning in the Early Medieval English Landscape, edited by J. Blair, S. Rippon, and C. Smart. Liverpool University Press. pp213-231. See https://arxiv.org/abs/1704.07342Link opens in a new window.

Rayleigh Random Flights on the Poisson line SIRSNLink opens in a new window. Electronic Journal of Probability 25. Paper 124, 36pp [Open Access!]. See also arxiv.org/abs/1908.08481.

2019

(with P.A. Ernst, G.O. Roberts and J.S. Rosenthal) MEXIT: Maximal un-coupling times for stochastic processes.Link opens in a new window Stochastic Processes and their Applications, 129, 355-380. [Gold Access!] See also arxiv.org/abs/1702.03917.

2018

(with S. Banerjee) Coupling Polynomial Stratonovich Integrals: the two-dimensional Brownian caseLink opens in a new window. Electronic Journal of Probability, 23, Paper 24, 43pp [Open Access!]. See also arxiv.org/abs/1705.01600.

(with E. Candellero) Coupling of Brownian motions in Banach spacesLink opens in a new window, Electronic Communications in Probability, 23. Paper 29, 13pp [Open Access!]. See also arxiv.org/abs/1705.08300.

2017

(with G. Zanella and M. Bédard) A Dirichlet Form approach to MCMC Optimal ScalingLink opens in a new window, Stochastic Processes and their Applications, 127, 12, 4053–4082 [Gold Access!]. See also arxiv.org/abs/1606.01528.

From Random Lines to Metric SpacesLink opens in a new window. Annals of Probability, 45(1), 469–517. See also arxiv.org/abs/1403.1156.

(with S. Banerjee) Rigidity for Markovian maximal couplings of elliptic diffusionsLink opens in a new window. Probability Theory and Related Fields, 168, 1-2, 55-112 [Gold Access!]. See also arxiv.org/abs/1506.04804.

2016

(with A. Kueh, J.W. Warnett, G.J. Gibbons, J. Brettschneider, T.E. Nichols, M.A. Williams) Modelling the Penumbra in Computed Tomography. Journal of X-Ray Science and Technology, 24.2, 583-597 [Gold Access!].

(with S. Banerjee) Coupling the Kolmogorov Diffusion: maximality and efficiency considerations. Advances in Applied Probability, 48A, 15-35 [Free Access!]. See also arxiv.org/abs/1506.04804.

2015

(with S.B. Connor) Perfect Simulation of M/G/c Queues. Advances in Applied Probability, 47(4), 1039-1063. See also arxiv.org/abs/1402.7248.

Kendall, W. S. (2015). Coupling, local times, immersions. Bernoulli Journal, 21(2), 1014–1046. See also arxiv.org/abs/1212.1670.

Introduction to ​CFTP using R. In Stochastic Geometry, Spatial Statistics, and Random Fields: Models and Algorithms, edited by Volker Schmidt, Springer Lecture Notes in Mathematics 2120, pp. 405-439.

2014

Return to the Poissonian City, Journal of Applied Probability, 51A, 297-309. See also arxiv.org/abs/1309.7645.

Lines and Networks, Markov Processes and Related Fields, 20(1), 81-106.

(with M. Bramson and K. Burdzy) Rubber Bands, Pursuit Games and Shy Couplings, Proceedings of the London Mathematical Society, 109(1), 121-160. See also arxiv.org/abs/1207.0597.

2013

(with Sung Nok Chiu, Dietrich Stoyan, and Josef Mecke) Stochastic Geometry and its Applications, 3rd edition. Wiley (584 pp).

Modules for Anglo-Saxon constructions. Two page appendix to "Grid-Planning in Ahttps://imstat.org/journals-and-publications/annals-of-applied-probability/nglo-Saxon Settlements: the Short Perch and the four-Perch Module" by John Blair, Anglo-Saxon Studies in Archaeology and History, 18, 18-61.

(with Alberto Sorrentino, Adam M. Johansen, John A. D. Aston, Thomas E. Nichols) Dynamic filtering of static dipoles in magnetoencephalography, Ann. Appl. Statistics, 7(2), 955-988. See also arxiv.org/abs/1205.6310.

(with M. Bramson and K. Burdzy) Shy Couplings, CAT(0) Spaces, and the Lion and Man, Ann. Probab., 41(2), 744-784. See also arxiv.org:1007.3199.

2012

(with B.J. Hill and E. Thonnes) Fibre-generated point processes and fields of orientations, Annals of Applied Statistics, 6(3) 994-1020. See also arxiv.org:1109.0701.

2011

(with H. Le) Limit theorems for empirical Fréchet means of independent and non-identically distributed manifold-valued random variables. Brazilian Journal of Probability and Statistics, 25 (3) (November 2011), 323-352. See also arxiv.org:1102.0228.

Geodesics and flows in a Poissonian city. Annals of Applied Probability 21 (3), 801-842. See also arXiv:0910.5115.

2010

Coupling time distribution asymptotics for some couplings of the Lévy stochastic area. Chapter 19 of Probability and Mathematical Genetics: Papers in Honour of Sir John Kingman, London Math. Soc. Lecture Note Ser. Cambridge: Cambridge Univ. Press. See also arXiv:math. https://doi.org/10.1017/CBO9781139107174.021Link opens in a new window.

(co-edited with I. Molchanov) New perspectives in stochastic geometry, January 2010, 608 pages, 40 illustrations. Oxford; Oxford University Press. https://doi.org/10.1093/acprof:oso/9780199232574.001.0001.

(with H. Le) Statistical Shape Theory, chapter in New perspectives in Stochastic Geometry as above.

2009

Academy for PhD Training in Statistics (APTS), MSOR Connections, 9, 53-55.

Brownian couplings, convexity, and shy-ness, Electronic Communications in Probability 14, Paper 7, 66-80. See also arXiv:0809.4682.

2008

Networks and Poisson line patterns: fluctuation asymptotics. In New Perspectives in Stochastic Geometry, Oberwolfach Reports, Volume 5, No.4, 2670-2672.

(with D. Stoyan, J. Mecke) Stochastic Geometry and its Applications, October 2008, (2nd edition, now in paperback), 456 pages, Chichester, New York; Wiley.

(with D.J. Aldous) Short-length routes in low-cost networks via Poisson line patterns. Advances in Applied Probability, 40 (1) (March 2008), 1-21. See also arXiv:math/0701140.

2007

(with S.B. Connor) Perfect Simulation for a Class of Positive Recurrent Markov Chains. Ann. Appl. Probab. 17 (3), 781-808, also Correction. Perfect simulation for a class of positive recurrent Markov chains. Ann. Appl. Probab. Volume 17, Number 5-6 (2007), 1808-1810. See also arXiv:math/0601174.

Coupling all the Lévy stochastic areas of multidimensional Brownian motion. Ann. Probab. 35 (3), 935-953. See also arXiv:math/0512336.

(with J. Marin and C. Robert) Confidence bands for Brownian motion and applications to Monte Carlo simulation. Statistics and ComputingLink opens in a new window, Volume 17 Number 1 (2007), 1-10.

2005

(co-edited with F. Liang and J.-S. Wang) Markov chain Monte Carlo: Innovations and Applications, November 2005, 240 pages, Singapore; World Scientific. https://doi.org/10.1142/5904.

2004

Geometric Ergodicity and Perfect Simulation, Electronic Communications in Probability 9, Paper 7, 140-151. See also arXiv:math/0410012.

(with C.J. Price) Coupling Iterated Kolmogorov Diffusions. Electronic Journal of Probability 9, Paper 13, 382-410.

2003

(with R.G. Wilson) Ising models and multiresolution quad-trees. Advances in Applied Probability 35 (1), 96-122.

2002

(with A. Brix) Simulation of cluster point processes without edge effects. Advances in Applied Probability 34 (2), 267-280.

(with Y. Cai) Perfect simulation for correlated Poisson random variables conditioned to be positive. Statistics and Computing 12, 229-243.

(with G. Montana) Small sets and Markov transition densities. Stochastic Processes and Their Applications 99 (2), 177-194.

2001

(with A. Bhalerao, E. Thönnes and R. Wilson) Inferring vascular structure from 2D and 3D imagery In: Medical Image Computing and Computer-Assisted Intervention, proceedings of MICCAI 2001, edited by W.J. Niessen and M.A. Viergever, Springer Lecture Notes in Computer Science 2208, 820-828.

Symbolic Itô calculus: an ongoing story. Statistics and Computing, 11, 25-35.

Gambling with the Truth: Markov chain Monte Carlo. In: Challenges for the 21st Century: ICFS Mathematics and Theoretical Physics, Singapore March 2000, edited by L.H.Y. Chen, J.P. Jesudason, C.H. Lai, C.H. Oh, K.K. Phua and E.-C. Tan, Singapore; World Scientific, 83-101. https://doi.org/10.1142/9789812811264_0004.

2000

(with K. Burdzy) Efficient Markovian couplings: examples and counterexamples. The Annals of Applied Probability 10 (2), 362-40.

Stationary countable dense random sets. Advances in Applied Probability 32 (1), 86-100.

(with J. Møller) Perfect simulation using dominating processes on ordered state spaces, with application to locally stable point processes. Advances in Applied Probability 32 (3), 844-865.

(with C.J. Price) Zeros of Brownian Polynomials. Stochastics and Stochastic Reports 70, 271-308.

1999

(edited with O.E. Barndorff-Nielsen and M.N.M. van Lieshout) Stochastic Geometry: Likelihood and Computation, Monographs on Statistics and Applied Probability 80, New York; Chapman and Hall / CRC. https://doi.org/10.1201/9780203738276Link opens in a new window.

(with J.M. Corcuera) Riemannian barycentres and geodesic convexity. Math. Proc. Camb. Phil. Soc. 127 (2), 253-269.

Geometry, statistics, and shape. In: Geometry in Present Day Science, edited by O.E. Barndorff-Nielsen and E.B. Vedel-Jensen, Singapore; World Scientific, 143-163. https://doi.org/10.1142/9789814527910.

(with M.N.M. van Lieshout and A.J. Baddeley) Quermass-interaction processes: conditions for stability. Advances in Applied Probability 31.2, 315-342.

(with E. Thönnes) Perfect Simulation in Stochastic Geometry. Pattern Recognition 32 (9), 1569-1586.

1998

(with J. Jost, U. Mosco, M. Röckner and K.-T. Sturm) New Directions in Dirichlet Forms, International Press, Volume 8, Providence RI; American Mathematical Society.

Perfect simulation for the area-interaction point process. In: Probability Towards 2000, edited by L. Accardi and C.C. Heyde. Lecture Notes in Statistics, volume 128, New York; Springer-Verlag, 218-234.

A diffusion model for Bookstein triangle shape. Advances in Applied Probability 30 (2), 317-334.

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