Dr. Gareth William Peters

University of New South Wales, Australia

Email: garethpeters@unsw.edu.au

Qualifications

2009  Ph.D., University of NSW, Australia

2003  M.Sc., Cambridge University, UK

1998  B.Sc., The University of Melbourne, Australia

Publications (Selected)

1. Peters G.W., Byrnes A.D., Shevchenko P.V. (2011) “Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?” Insurance: Mathematics and Economics, 48, 287-303.
2. Peters G.W., Nevat I., Sisson S.A., Fan Y. and Yuan J. (2010) “Bayesian Symbol Detection in Wireless Relay Networks via Likelihood Free Inference”. IEEE Transactions on Signal Processing, 58, 5206-5218.
3. Peters G.W., Balkrishnan K. and Lasscock B. (2010) “Model selection and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Models”. Bayesian Analysis,5(3),465-492.
4. Peters G.W., Sisson S.A. and Fan Y. (2010) “Likelihood-free Bayesian inference for _-stable models”.Computational Statistics and Data Anlaysis, to appear 38 pages.
5. Nevat I., Peters G.W. and Yuan J. (2010). “Detection of Gaussian Constellations in MIMO Systems Under Imperfect CSI”. IEEE Transactions of Communications,58(4),1151-1160.
6. Peters G.W., W¨uthrich M. and Shevchenko P. (2010) “Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap”. Insurance: Mathematics and Economics, 47(1), 36-51.
7. Cornebise J. and Peters G.W. (2010) “Comments on ’Particle Markov Chain Monte Carlo’”. Journal of the Royal Statistical Society Series B - comments on read paper, 72(3),269342.
8. Peters G.W. and Cornebise J. (2010) “Comments on ’Particle Markov Chain Monte Carlo’”. Journal of the Royal Statistical Society Series B - comments on read paper, 72(3),269342.
9. Cornebise J. and Peters G.W. (2010) “Discussion of M. Girolami and B. Calderhead’s ’Riemann manifold Langevin and Hamiltonian Monte Carlo methods’”. Journal of the Royal Statistical Society Series B - comments on read paper.
10. Peters G.W., Shevchenko P. and W¨uthrich (2009). “Dynamic Operational Risk: modelling dependence and combining different sources of information”. Journal of Operational Risk, 4(2), 69-104.
11. Peters G.W., Shevchenko P. and W¨uthrich M. (2009) “Model Uncertainty in Claims Reserving within Tweedie’s Compound Poisson Models”. ASTIN Bulletin 39(1), 1-33.
12. Fan Y., Peters G.W. and Sisson S.A (2009) “Automating and Evaluating Reversible Jump MCMC Proposal Distributions”. Statistics and Computing, 19, 401-429.