Details about Adam Michael Johansen

Access statistics for papers by Adam Michael Johansen.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: pjo193

Journal Articles

2024

1. Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows
   Stochastic Processes and their Applications, 2024, 173, (C)

2023

2. A Particle Method for Solving Fredholm Equations of the First Kind
   Journal of the American Statistical Association, 2023, 118, (542), 937-947 View citations (1)
3. Properties of marginal sequential Monte Carlo methods
   Statistics & Probability Letters, 2023, 203, (C)
4. Weak convergence of non-neutral genealogies to Kingman’s coalescent
   Stochastic Processes and their Applications, 2023, 162, (C), 76-105

2022

5. Unbiased Simulation of Rare Events in Continuous Time
   Methodology and Computing in Applied Probability, 2022, 24, (3), 2123-2148

2021

6. A spatio-temporal model to reveal oscillator phenotypes in molecular clocks: Parameter estimation elucidates circadian gene transcription dynamics in single-cells
   PLOS Computational Biology, 2021, 17, (12), 1-19
7. Limit theorems for cloning algorithms
   Stochastic Processes and their Applications, 2021, 138, (C), 117-152 View citations (1)

2020

8. Quasi‐stationary Monte Carlo and the ScaLE algorithm
   Journal of the Royal Statistical Society Series B, 2020, 82, (5), 1167-1221 View citations (1)

2018

9. Pointwise convergence in probability of general smoothing splines
   Annals of the Institute of Statistical Mathematics, 2018, 70, (4), 717-744

2017

10. The Iterated Auxiliary Particle Filter
    Journal of the American Statistical Association, 2017, 112, (520), 1636-1647 View citations (8)

2014

11. Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model
    Annals of the Institute of Statistical Mathematics, 2014, 66, (3), 553-575
12. Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
    Annals of the Institute of Statistical Mathematics, 2014, 66, (3), 577-609

2013

13. Bayesian model comparison for compartmental models with applications in positron emission tomography
    Journal of Applied Statistics, 2013, 40, (5), 993-1016 View citations (1)

2012

14. Quantifying the uncertainty in change points
    Journal of Time Series Analysis, 2012, 33, (5), 807-823 View citations (4)

2009

15. SMCTC: Sequential Monte Carlo in C++
    Journal of Statistical Software, 2009, 030, (i06) View citations (3)

2008

16. A note on auxiliary particle filters
    Statistics & Probability Letters, 2008, 78, (12), 1498-1504 View citations (8)

2006

17. Convergence of the SMC Implementation of the PHD Filte
    Methodology and Computing in Applied Probability, 2006, 8, (2), 265-291

Undated

18. Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value-at-risk and expected shortfall estimation
    Journal of Operational Risk