Gareth W. Peters

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We develop a new Location Verification System (LVS) focussed on network-based Intelligent Transport Systems and vehicular ad hoc networks. The algorithm we develop is based on an information-theoretic framework which uses the received signal strength (RSS) from a network of base-stations and the claimed position. Based on this information we derive the(More)
We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm introduced by Liu (2001), termed SMC sampler PRC, and show that this variant can be considered under the same framework of the sequential Monte Carlo sampler of Del Moral et al. (2006). We make connections with existing algorithms and theoretical results, and(More)
Following the Loss Distributional Approach (LDA), this article develops two procedures for simulation of an annual loss distribution for modeling of Operational Risk. First, we provide an overview of the typical compound-process LDA used widely in Operational Risk modeling, before expanding upon the current literature on evaluation and simulation of annual(More)
α-stable distributions are utilised as models for heavy-tailed noise in many areas of statistics, finance and signal processing engineering. However, in general, neither univariate nor multivariate α-stable models admit closed form densities which can be evaluated pointwise. This complicates the inferential procedure. As a result, α-stable models are(More)
Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm, also known as particle filtering. Nevertheless, this method tends to be inefficient when applied to high dimensional(More)
The verification of the location information utilized in wireless communication networks is a subject of growing importance. In this work we formally analyze, for the first time, the performance of a wireless Location Verification System (LVS) under the realistic setting of spatially correlated shadowing. Our analysis illustrates that anticipated levels of(More)
As location-based applications become ubiquitous in emerging wireless networks, Location Verification Systems (LVS) are of growing importance. In this paper we propose, for the first time, a rigorous information-theoretic framework for an LVS. The theoretical framework we develop illustrates how the threshold used in the detection of a spoofed location can(More)
The intention of this paper is to analyse the mean square error of prediction (MSEP) under the distribution-free chain ladder (DFCL) claims reserving method. We compare the estimation obtained from the classical bootstrap method with the one obtained from a Bayesian bootstrap. To achieve this in the DFCL model we develop a novel approximate Bayesian(More)