Publications
Cheung, E. C. K., Liu, G., Woo, J.-K., Zhang, J., & Zhu, D. (2026). Optimal periodic strategies with dividends payable from gains only. Insurance: Mathematics and Economics, 127, Article 103203.
Albin, P., Hamza, K., & Klebaner, F. C. (2025). Problems and Solutions in Stochastic Calculus with Applications. World Scientific Publishing.
Bao, K., Liang, G., Tian, T., & Zhang, X. (2025). Mathematical modeling of drug resistance in heterogeneous cancer cell populations. International Journal of Biomathematics, 18(2), Article 2350101.
Beliaev, D., McAuley, M., & Muirhead, S. (2025). A covariance formula for the number of excursion set components of Gaussian fields and applications. Annales de l'institut Henri Poincare (B) Probability and Statistics, 61(1), 713-745.
Blau, S., Johnston-Belford, E., Markowsky, G., & Rowbotham, S. (2025). Evaluating juror understanding of traumatic head injury with different formats of evidence presentation in court: a follow up study. International Journal of Legal Medicine, 139(2), 875–885.
Burden, C. J., & Griffiths, R. C. (2025). The Feller diffusion conditioned on a single ancestral founder. Theoretical Population Biology, 166, 1-15.
Chan, J. C. C., Pettenuzzo, D., Poon, A., & Zhu, D. (2025). Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. Journal of Economic Dynamics and Control, 173, Article 105061.
Collevecchio, A., & Griffiths, R. (2025). Gaussian Free Fields on the Hypercube. Journal of Theoretical Probability, 38(2), Article 35.
Cooper, A., Simpson, D., Kennedy, L., Forbes, C., & Vehtari, A. (2025). Cross-validatory model selection for Bayesian autoregressions with exogenous regressors. Bayesian Analysis, 20(2), 573-597.
Das, K., Markowsky, G., & Wu, B. (2025). On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes. Stochastic Processes and their Applications, 183, Article 104592.
Frazier, D. T., Loaiza-Maya, R., Martin, G. M., & Koo, B. (2025). Loss-based variational Bayes prediction. Journal of Computational and Graphical Statistics, 34(1), 84-95.
Frazier, D. T., Nott, D. J., & Drovandi, C. (2025). Synthetic likelihood in misspecified models. Journal of the American Statistical Association, 125(550), 884-895.
Frazier, D. T., Renault, E., Zhang, L., & Zhao, X. (2025). Weak identification in discrete choice models. Journal of Econometrics, 248, Article 105866.
Griffiths, R. C., Ruggiero, M., Spanò, D., & Zhou, Y. (2025) Dual Process in the two-parameter Poisson-Dirichlet diffusion. Stochastic Processes and their Applications, 179, 104500.
Jacobi, L., Zhu, D., & Joshi, M. (2025). Estimating posterior sensitivities with application to structural analysis of Bayesian Vector Autoregressions. Journal of Business and Economic Statistics, 43(1), 134-149.
Jiang, F., Han, X., Wen, S., & Tian, T. (2025). Spatiotemporal interactive learning dynamic adaptive graph convolutional network for traffic forecasting. Knowledge-Based Systems, 311, Article 113115.
Johnson, K. T., Powell, L., McGuigan, N. C., De Jonge, A., Brown, K., Forbes, C. S., Plahe, J., & Tello, E. (2025). Startrack Holdings: a case of inclusive leadership and decision-making. In C. H. Cho, E. Costa, & B. Korca (Eds.), Cases and Exercises on Sustainability Accounting (1st ed., pp. 181-192). (Elgar Cases in Business and Management). Edward Elgar Publishing.
Jurčišinová, V., Forbes, C. S., Ng, J. W. J., & Želinský, T. (2025). The mediating role of financial well-being in the relationship between housing affordability and mental health. Scientific Reports, 15(1), Article 16388.
Koolen, J. H., Yu, K., Liang, X., Choi, H., & Markowsky, G. (2025). Non-geometric distance-regular graphs of diameter at least 3 with smallest eigenvalue at least −3. European Journal of Combinatorics, 126, Article 104118.
Kwok, C. F., Zhu, D., & Jacobi, L. (2025). An analysis of vectorised automatic differentiation for statistical applications. Stats, 8(2), Article 40.
Mao, M., Wang, W., Tian, T., & Wang, L. (2025). Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods. Journal of Computational and Applied Mathematics, 460, Article 116407.
Muirhead, S., & Wigman, I. (Accepted/In press). The giant component of excursion sets of spherical Gaussian ensembles: existence, uniqueness, and volume concentration. Probability Theory and Related Fields, Article 114102.
Poskitt, D. S. (2025). Bootstrapping non-stationary and irregular time series using singular spectral analysis. Journal of Time Series Analysis, 46(1), 81-112.
Thomas, B. J., Kan-O, K., Gantier, M. P., Simpson, I., Chitty, J. G., Lam, M., Dousha, L., Gottschalk, T. A., Lawlor, K. E., Tate, M. D., Ruwanpura, S., Seow, H. J., Loveland, K. L., Deshpande, S., Li, X., Hamza, K., King, P. T., Elias, J. A., Vlahos, R., ... Bardin, P. G. (2025). Pirfenidone Mitigates Transforming Growth Factor-β-induced Inflammation after Viral Infection. American Journal of Respiratory Cell and Molecular Biology, 73(4), 545-558.
Weerasinghe, C., Loaiza-Maya, R., Martin, G. M., & Frazier, D. T. (2025). ABC-based forecasting in misspecified state space models. International Journal of Forecasting, 41(1), 270-289.
Wei, J., Zhang, B., Wang, Q., Zhou, T., Tian, T., & Chen, L. (2025). Diffusive topology preserving manifold distances for single-cell data analysis. Proceedings of the National Academy of Sciences of the United States of America, 122(4), Article e2404860121.
Zhang, L., Frazier, D. T., Poskitt, D. S., & Zhao, X. (2025). Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects. Econometric Reviews, 44(7), 915-938.
Ai, M., Wang, Y., Zhang, Z., & Zhu, D. (2024). Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees. Scandinavian Actuarial Journal, 2024(3), 252-278.
Bao, K., Liang, G., Tian, T., & Zhang, X. (2024). Mathematical modeling and bifurcation analysis for a biological mechanism of cancer drug resistance. Acta Mathematica Scientia, 44(3), 1165-1188.
Bao, K., Liang, G., Tian, T., & Zhang, X. (2024). Mathematical modeling of combined therapies for treating tumor drug resistance. Mathematical Biosciences, 371, Article 109170.
Beliaev, D., Mcauley, M., & Muirhead, S. (2024). A central limit theorem for the number of excursion set components of Gaussian fields. Annals of Probability, 52(3), 882-922.
Barbour, A. D., Ross, N., & Zheng, G. (2024). Stein’s method, smoothing and functional approximation. Electronic Journal of Probability, 29, 1-29.
Burden, C. J., & Griffiths, R. C. (2024). Coalescence and sampling distributions for Feller diffusions. Theoretical Population Biology, 155, 67-76.
Chen, A., Ren, Q., Zhou, T., Burrage, P., Tian, T., & Burrage, K. (2024). Balanced implicit Patankar-Euler methods for positive solutions of stochastic differential equations of biological regulatory systems. The Journal of Chemical Physics, 160(6), Article 064117.
Cooper, A., Vehtari, A., Forbes, C. Simpson, D., & Kennedy, L. (2024). Bayesian cross-validation by parallel Markov chain Monte Carlo. Statistics and Computing, 34(4), Article 119.
Deng, Y., Garoni, T. M., Grimm, J., & Zhou, Z. (2024). Two-point functions of random-length random walk on high-dimensional boxes. Journal of Statistical Mechanics: Theory and Experiment, 2024(2), Article 023203.
Frazier, D. T., Loaiza-Maya, R., Martin, G. M., & Koo, B. (2024). Loss-based variational Bayes prediction. Journal of Computational and Graphical Statistics, 1–12.
Kelly, R. P., Nott, D. J., Frazier, D. T., Warne, D. J., & Drovandi, C. (2024). Misspecification-robust sequential neural likelihood for simulation-based inference. Transactions on Machine Learning Research, 2024, 1-37.
Kwak, M. L., Hitch, A. T., Low, D. H. W., Borthwick, S. A., Markowsky, G., McInnes, D., Smith, G. J. D., Nakao, R., & Mendenhall, I. H. (2024). Nation-wide surveillance of ticks (Acari: Argasidae) on bats (Chiroptera) in Singapore. Acta Tropica, 256, Article 107248.
Kwak, M. L., Nakagawa, S., Shinya, S., Jiménez, P. A., Markowsky, G., McInnes, D., Taya, Y., Nakayama, S. M. M., Ishizuka, M., Nonaka, N., & Nakao, R. (2024). Habu vipers (Protobothrops flavoviridis) are an overlooked but important reservoir of the zoonotic tick Amblyomma testudinarium (Acari: Ixodidae) in subtropical Asia. Acta Tropica, 260, Article 107472.
Li, L., Hu, Y., Li, X., & Tian, T. (2024). Mathematical modeling the gene mechanism of colorectal cancer and the effect of radiation exposure. Mathematical Biosciences and Engineering, 21(1), 1186-1202.
Loaiza-Maya, R., Nibbering, D., & Zhu, D. (2024). Hybrid unadjusted Langevin methods for high-dimensional latent variable models. Journal of Econometrics, 241(2), Article 105741.
Martin, G. M., Frazier, D. T., Maneesoonthorn, W., Loaiza-Maya, R., Huber, F., Koop, G., Maheu, J., Nibbering, D., & Panagiotelis, A. (2024). Bayesian forecasting in economics and finance: a modern review. International Journal of Forecasting, 40(2), 811-839.
Martin, G. M., Frazier, D. T., & Robert, C. P. (2024). Approximating Bayes in the 21st century. Statistical Science, 39(1), 20-45.
Martin, G. M., Frazier, D. T., & Robert, C. P. (2024). Computing Bayes: from then ‘til now. Statistical Science, 39(1), 3-19.
Mitchell, J., Poon, A., & Zhu, D. (2024). Constructing density forecasts from quantile regressions: multimodality in macrofinancial dynamics. Journal of Applied Econometrics, 39(5), 790-812.
Muirhead, S. (2024). Percolation of strongly correlated Gaussian fields II. Sharpness of the phase transition. Annals of Probability, 52(3), 838-881.
Muirhead, S., & Severo, F. (2024). Percolation of strongly correlated Gaussian fields, I: Decay of subcritical connection probabilities. Probability and Mathematical Physics, 5(2), 357-412.
Nott, D. J., Drovandi, C. C., & Frazier, D. T. (2024). Bayesian inference for misspecified generative models. Annual Review of Statistics and Its Application, 11(1), 179-202.
Palathingal, J. J., Lakshmanan, S. A., & Markowsky, G. (2024). The Gallai and Anti-Gallai Graphs of Strongly Regular Graphs. Kyungpook Mathematical Journal, 64(1), 171-181.
Poon, A., & Zhu, D. (2024). Do recessions and bear markets occur concurrently across countries? A multinomial logistic approach. Journal of Financial Econometrics, 22(5), 1482-1502.
Poskitt, D. S. (2024). On GMM inference: partial identification, identification strength, and nonstandard asymptotics. Econometric Theory, 40, 875-925.
Ramírez-Hassan, A., & Frazier, D. T. (2024). Testing model specification in approximate Bayesian computation using asymptotic properties. Journal of Computational and Graphical Statistics, 33(3), 1122–1128.
Shi, J., Shi, Y., Wang, P., & Zhu, D. (2024). Multi-population mortality modelling: a Bayesian hierarchical approach. ASTIN Bulletin, 54(1), 46-74.
Tagat, A., Özmen, M., & Markowsky, G. (2024). Banknote Life in India: A Survival Analysis Approach. Journal of Quantitative Economics, 22, 519–545.
Thompson, R., Forbes, C. S., Maceachern, S. N., & Peruggia, M. (2024). Familial inference: tests for hypotheses on a family of centres. Biometrika, 111(3), 1029-1045.
Wang, S., Wang, T., Bai, X., Ji, S., & Tian, T. (2024). Bistability and Bifurcations of Tumor Dynamics with Immune Escape and the Chimeric Antigen Receptor T-Cell Therapy. International Journal of Bifurcation and Chaos, 34(2), Article 2450015.
Yan, Y., Zhang, X., & Tian, T. (2024). Simulations of the insulin-like growth factor receptor signaling pathway with randomly sampled parameters. In X. Jiang, H. Wang, R. Alhajj, X. Hu, F. Engel, M. Mahmud, N. Pisanti, X. Cui, & H. Song (Eds.), Proceedings - 2023 IEEE International Conference on Bioinformatics and Biomedicine, BIBM 2023 (pp. 3848-3854). IEEE, Institute of Electrical and Electronics Engineers.
Yang, S., Chen, S., Wang, P., Chen, A., & Tian, T. (2024). TSPLASSO: A Two-stage Prior LASSO Algorithm for Gene Selection using Omics Data. IEEE Journal of Biomedical and Health Informatics, 28(1), 526-537.
Zhang, J., Chen, A., Qiu, H., Zhang, J., Tian, T., & Zhou, T. (2024). Exact results for gene-expression models with general waiting-time distributions. Physical Review E, 109(2), Article 024119.
Akahori, J., Fan, J. Y., & Imamura, Y. (2023). On the convergence order of a binary tree approximation of symmetrized diffusion processes. Mathematics and Computers in Simulation, 211, 263-277.
Barbour, A. D., Ross, N., & Zheng, G. (2023). Stein’s method, Gaussian processes and Palm measures, with applications to queueing. The Annals of Applied Probability, 33(5), 3835-3871.
Botha, I., Adams, M. P., Frazier, D. T., Khuong Tran, D., Bennett, F. R., & Drovandi, C. (2023). Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance. Inverse Problems, 39(12), Article 125014.
Boudabra, M., Buttigieg, A., & Markowsky, G. (2023). A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion. Computational Methods and Function Theory, 23(3), 469-488.
Burden, C. J., & Griffiths, R. C. (2023). The stationary and quasi-stationary properties of neutral multi-type branching process diffusions. Stochastic Models, 39(1), 185-218.
Chakraborty, A., Nott, D. J., Drovandi, C. C., Frazier, D. T., & Sisson, S. A. (2023). Modularized Bayesian analyses and cutting feedback in likelihood-free inference. Statistics and Computing, 33(1), Article 33.
Chen, A., Zhou, T., Burrage, P., Tian, T., & Burrage, K. (2023). Composite Patankar-Euler methods for positive simulations of stochastic differential equation models for biological regulatory systems. The Journal of Chemical Physics, 159(2), Article 024104.
Chen, A., Zhou, T., & Tian, T. (2023). Computer Simulation of Nonlinear Mixed-Effect Models with Ordinary Differential Equations for Genetic Regulation. In Proceedings of ICCMS 2023 - 15th International Conference on Computer Modeling and Simulation (pp. 22-27). (ACM International Conference Proceeding Series). Association for Computing Machinery (ACM).
Collevecchio, A., & Griffiths, R. (2023). A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression. Journal of Theoretical Probability, 36, 623-645.
Drovandi, C., Nott, D. J., & Frazier, D. T. (2023). Improving the accuracy of marginal approximations in likelihood-free inference via localization. Journal of Computational and Graphical Statistics, 33(1), 101–111.
Fang, S., Zhou, Z., & Deng, Y. (2023). Geometric scaling behaviors of the Fortuin-Kasteleyn Ising model in high dimensions. Physical Review E, 107(4), Article 044103.
Frazier, D. T., Drovandi, C., & Nott, D. J. (2023). Bayesian synthetic likelihood. In M. Davidian, R. S. Kenett, N. T. Longford, G. Molenberghs, W. Piegorsch, & F. Ruggeri (Eds.), Wiley StatsRef: Statistics Reference Online (1st ed.). John Wiley & Sons.
Frazier, D. T., Loaiza-Maya, R., & Martin, G. M. (2023). Variational Bayes in state space models: inferential and predictive accuracy. Journal of Computational and Graphical Statistics, 32(3), 793-804.
Frazier, D. T., Nott, D. J., Drovandi, C., & Kohn, R. (2023). Bayesian inference using synthetic likelihood: asymptotics and adjustments. Journal of the American Statistical Association, 118, 2821-2832.
Griffiths, R. (2023). Coalescent Theory. In Oxford Bibliographies in Evolutionary Biology. Ed. Douglas Futuyma. New York: Oxford University Press.
Griffiths, R. C., & Jenkins, P. A. (2023). An estimator for the recombination rate from a continuously observed diffusion of haplotype frequencies. Journal of Mathematical Biology, 86(6), 98.
Jiang, F., Zhu, Q., & Tian, T. (2023). An ensemble interval prediction model with change point detection and interval perturbation-based adjustment strategy: A case study of air quality. Expert Systems with Applications, 222, Article 119823.
Jiang, F., Zhu, Q., & Tian, T. (2023). Breast Cancer Detection Based on Modified Harris Hawks Optimization and Extreme Learning Machine Embedded with Feature Weighting. Neural Processing Letters, 55(4), 3631-3654.
Koh, J. H., Ruane, L., Phyland, D. J., Hamza, K., Fukusho, R., Leahy, E., Avram, A., Yap, G., Lau, K. K. P., MacDonald, M. I., Leong, P., Baxter, M., & Bardin, P. (2023). Computed Tomography Imaging of the Larynx for Diagnosis of Vocal Cord Dysfunction. NEJM Evidence, 2(1), 1-9.
Kwak, M. L., Hitch, A. T., Borthwick, S. A., Low, D. H. W., Markowsky, G., McInnes, D., Smith, G. J. D., Nakao, R., & Mendenhall, I. H. (2023). Host, season, habitat and climatic factors as drivers of Asian rodent tick (Ixodes granulatus) (Acari: Ixodidae) occurrence and abundance in Southeast Asia. Acta Tropica, 246, Article 106992.
MacDonald, M. I., Polkinghorne, K. R., MacDonald, C. J., Leong, P., Hamza, K., Kathriachchige, G., Osadnik, C. R., King, P. T., & Bardin, P. G. (2023). Elevated blood lactate in COPD exacerbations associates with adverse clinical outcomes and signals excessive treatment with β2-agonists. Respirology, 28(9), 860-868.
Markowsky, G., & Treeby, D. (2023). Trigonometric angle-sum formulas and conformal maps. College Mathematics Journal, 54(3), 195-199.
Ng, J. W. J., Želinský, T., Forbes, C. S., & Looi, C. H. (2023). Measuring subjective housing affordability using a data-driven discrete information approach: A case study of Selangor, Malaysia. Applied Economics Letters, 31(19), 1964–1968.
Pesonen, H., Simola, U., Köhn-Luque, A., Vuollekoski, H., Lai, X., Frigessi, A., Kaski, S., Frazier, D. T., Maneesoonthorn, W., Martin, G. M., & Corander, J. (2023). ABC of the future. International Statistical Review, 91(2), 243-268.
Tang, L., Lu, B., & Tian, T. (2023). The Effect of Input Digitalization on Carbon Emission Intensity: An Empirical Analysis Based on China’s Manufacturing. International Journal of Environmental Research and Public Health, 20(4), Article 3174.
Yap, G., Ruane, L. E., Hamza, K., Leahy, E., Avram, A., Baxter, M., Koh, J., Bardin, P. G., & Leong, P. (2023). Vocal cord dysfunction/inducible laryngeal obstruction cannot be diagnosed from symptoms. ERJ Open Research, 9(6), Article 00707-2023.
Amaliah, D., & Cook, D., Tanaka, E., Hyde, K., & Tierney, N. (2022). A journey from wild to textbook data to reproducibly refresh the wages data from the National Longitudinal Survey of Youth Database. Journal of Statistics and Data Science Education, 30(3), 289-303.
Barbour, A. D., Brightwell, G., & Luczak, M. (2022). Long-term concentration of measure and cut-off. Stochastic Processes and their Applications, 152, 378-423.
Betsakos, D., Boudabra, M., & Markowsky, G. (2022). On the duration of stays of Brownian motion in domains in Euclidean space. Electronic Communications in Probability, 27, Article 58.
Blau, S., Kang, D., Markowsky, G., & Rowbotham, S. (2022). The examination of human skeletal remains: findings from a quality assurance programme as part of professional development in Australia and New Zealand. Australian Journal of Forensic Sciences, 54(6).
Chen, A., Qiu, H., Tian, T., & Zhou, T. (2022). Generalized fluctuation-dissipation theorem for non-Markovian reaction networks. Physical Review E, 105(6), Article 064409.
Chen, A., Tian, T., Chen, Y., & Zhou, T. (2022). Stochastic analysis of a complex gene-expression model. Chaos, Solitons and Fractals, 160, Article 112261.
Chen, M., Tian, H., Wu, B., & Tian, T. (2022). The linear relationship model with LASSO for studying stock networks. Entropy, 24(6), Article 808.
Chen, A., Wang, P., Zhou, T., & Tian, T. (2022). Balance of positive and negative regulation for trade-off between efficiency and resilience of high-dimensional networks. Physica A: Statistical Mechanics and its Applications, 603, Article 127879.
Chen, A., Zhou, T., & Tian, T. (2022). Integrated Pipelines for Inferring Gene Regulatory Networks from Single-Cell Data. Current Bioinformatics, 17(7), 559-564.
Collevecchio, A., Hamza, K., Shi, M., & Williams, R. J. (2022). Limit theorems and ergodicity for general bootstrap random walks*. Electronic Journal of Probability, 27, Article 92.
Collevecchio, A., Nguyen, T. M., & Volkov, S. (2022). Vertex-reinforced jump process on the integers with nonlinear reinforcement. Annals of Applied Probability, 32(4), 2671-2705.
Czellar, V., Frazier, D. T., & Renault, E. (2022). Approximate maximum likelihood for complex structural models. Journal of Econometrics, 231(2), 432-456.
Das, K., & Markowsky, G. (2022). Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion. Stochastic Analysis and Applications, 40(1), 133-157.
Dasgupta, S., Mukhopadhyay, S., & Keith, J. (2022). Optimal designs for some bivariate cokriging models. Journal of Statistical Planning and Inference, 221, 9-28.
Day, D. M., Butterworth, N. J., Tagat, A., Markowsky, G., & Wallman, J. F. (2022). Development of larvae of the Australian blowfly, Calliphora augur (Diptera: Calliphoridae), at constant temperatures. Australian Journal of Forensic Sciences, 54(5), 710-721.
Deng, Y., Garoni, T. M., Grimm, J., & Zhou, Z. (2022). Unwrapped two-point functions on high-dimensional tori. Journal of Statistical Mechanics: Theory and Experiment, 2022(5), Article 053208.
Drovandi, C., & Frazier, D. T. (2022). A comparison of likelihood-free methods with and without summary statistics. Statistics and Computing, 32(3), Article 42.
Fang, S., Zhou, Z., & Deng, Y. (2022). Geometric Upper Critical Dimensions of the Ising Model. Chinese Physics Letters, 39(8), Article 080502.
Guo, I., Langrené, N., Loeper, G., & Ning, W. (2021). Portfolio optimization with a prescribed terminal wealth distribution. Quantitative Finance, 22(2), 333-347.
Guo, I., Langrené, N., Loeper, G., & Ning, W. (2022). Robust utility maximization under model uncertainty via a penalization approach. Mathematics and Financial Economics, 16, 51–88.
Guo, I., Loeper, G., Obłój, J., & Wang, S. (2022). Joint modeling and calibration of SPX and VIX by optimal transport. SIAM Journal on Financial Mathematics, 13(1), 1-31.
Guo, I., Loeper, G., & Wang, S. (2022). Calibration of local-stochastic volatility models by optimal transport. Mathematical Finance, 32(1), 46-77.
Guo, X., Li, W., Zhang, H., & Tian, T. (2022). Multi-likelihood methods for developing relationship networks using stock market data. Physica A: Statistical Mechanics and its Applications, 585, Article 126421.
Gupta, S., Hyndman, R. J., Cook, D., & Unwin, A. (2022). Visualizing probability distributions across bivariate cyclic temporal granularities. Journal of Computational and Graphical Statistics, 31(1), 14-25.
Hamza, K. & Klebaner, F. C. (2022). Expectation of local times and the Dupire formula. Stochastic Processes and their Applications, 150, 782-787.
He, W., Xia, P., Zhang, X., & Tian, T. (2022). Bayesian Inference Algorithm for Estimating Heterogeneity of Regulatory Mechanisms Based on Single-Cell Data. Mathematics, 10(24), Article 4748.
Jiang, F., Zhu, Q., Yang, J., Chen, G., & Tian, T. (2022). Clustering-based interval prediction of electric load using multi-objective pathfinder algorithm and Elman neural network. Applied Soft Computing, 129, Article 109602.
Kwak, M. L., Gorecki, V., & Markowsky, G. (2022). Parasites in peril: abundance of batflies (Diptera: Nycteribiidae) declines along an urbanisation gradient. Journal of Insect Conservation, 26, 627–638.
Laa, U., Cook, D., Buja, A., & Valencia, G. (2022). Hole or grain? A section pursuit index for finding hidden structure in multiple dimensions. Journal of Computational and Graphical Statistics, 31(3), 739-752.
Laa, U., & Cook, D., Lee, S. (2022). Burning sage: reversing the curse of dimensionality in the visualization of high-dimensional data. Journal of Computational and Graphical Statistics, 31(1), 40-49.
Lee, S., Cook, D., da Silva, N., Laa, U., Spyrison, N., Wang, E., & Zhang, H. S. (2022). The state-of-the-art on tours for dynamic visualization of high-dimensional data. WIREs Computational Statistics, 14(4), Article e1573.
Lee, S., Laa, U., & Cook, D. (2022). Casting multiple shadows: interactive data visualisation with tours and embedding. Journal of Data Science, Statistics, and Visualisation, 2(3).
Leong, P., Osadnik, C. R., King, P. T., MacDonald, M. I., Ko, B. S., Lau, K. K., Joosten, S. A., Kathriachchige, G., Chua, A., Hamza, K., Kuganesan, A., Troupis, J. M., & Bardin, P. G. (2022). Right ventricular end-diastolic volume and outcomes in exacerbations of COPD. Respirology, 27(1), 56-65.
Li, L., Zhao, T., He, X., Yang, X., Tian, T., & Zhang, X. (2022). Mathematical modeling for mutator phenotype and clonal selection advantage in the risk analysis of lung cancer. Theory in Biosciences, 141, 261–272.
Ma, G., Zhu, S. P., & Guo, I. (2022). Valuation of general contingent claims with short selling bans: An equal-risk pricing approach. International Journal of Theoretical and Applied Finance, 25(4&5), Article 2250022.
Maderazo, D., Flegg, J. A., Algama, M., Ramialison, M., & Keith, J. (2022). Detection and identification of cis-regulatory elements using change-point and classification algorithms. BMC Genomics, 23(1), Article 78.
Markowsky, G., Phung, D., & Treeby, D. (2022). A geometric generalization of the Pythagorean means. Mathematics Magazine, 95(5), 520-524.
Martin, G. M., Loaiza-Maya, R., Maneesoonthorn, W., Frazier, D. T., & Ramírez-Hassan, A. (2022). Optimal probabilistic forecasts: when do they work? International Journal of Forecasting, 38(1), 384-406.
Nam, K., & Xu, Y. (2022). Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs. Journal of Mathematical Analysis and Applications, 515(1), Article 126403.
Nguyen, T. M. (2022). Speed of excited random walks with long backward steps. Journal of Statistical Physics, 188(1), Article 3.
Pang, L., Liu, S., Zhao, Z., Tian, T., Zhang, X., & Li, Q. (2022). Growth dynamics of breast cancer stem cells: effects of self-feedback and EMT mechanisms. Theory in Biosciences, 141, 297–311.
Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M. Z., Barrow, D. K., Ben Taieb, S., Bergmeir, C., Bessa, R. J., Bijak, J., Boylan, J. E., ... Frazier, D. T., ... Martin, G. M., ... Ziel, F. (2022). Forecasting: theory and practice. International Journal of Forecasting, 38(3), 705-871.
Priddle, J. W., Sisson, S. A., Frazier, D. T., Turner, I., & Drovandi, C. (2022). Efficient Bayesian synthetic likelihood with whitening transformations. Journal of Computational and Graphical Statistics, 31(1), 50-63.
Soheil Hosseini, S., Wormald, N., & Tian, T. (2022). Optimal Tree of a Complete Weighted Graph. In S. Fidanova (Ed.), Recent Advances in Computational Optimization: Results of the Workshop on Computational Optimization WCO 2020 (Vol. 986, pp. 203-219). (Studies in Computational Intelligence; Vol. 986). Springer.
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Jagers, P. & Klebaner, F.C. (2016) From size to age and type structure dependent branching: A first step to sexual reproduction in general population processes. Branching Processes and Their Applications. Lecture Notes in Statistics 219, Springer, pp. 137-148.
Jiang, F., Yang, H. & Tian, T. (2016) Stability analysis for second-order stochastic neutral partial functional systems subject to infinite delays and impulses. Advances in Difference Equation 2016: 224.
Klebaner, F.C., Landsman, Z., Makov, U. & Yao, J. (2016) Optiomal portfolios with downside risk. Quantitative Finance: 11 pages.
Koolen, J. & Markowsky, G. (2016) A collection of results concerning simple random walk on distance-regular graphs. Discrete Mathematics 339(2), pp. 737-744.
Kutadinata, R., Moase, W., Manzie, C., Zhang, L. & Garoni, T.M. (2016) Enhancing the performance of existing urban traffic light control through extremum-seeking. Transportation Research Part C: Emerging Technologies 62, pp. 1-20.
Li, X. & Tian, T. (2016) A new cost-profit model for measuring the optimal scale of China’s foreign exchange reserve. Mathematical Problems in Engineering, 2016, Article ID 9261279.
Tian, T. (2016) Bayesian computation methods for inferring regulatory network models using biomedical data. Translational Biomedical Informatics: A Precision Medicine Perspective. Shen, B., Tang, H. & Jiang, X. (eds.). Singapore: Springer, pp. 289-307. (Advances in Experimental Medicine and Biology; vol. 939)
Truong, L., Sarvi, M. Currie, G. & Garoni, T.M. (2016) Required traffic micro-simulation runs for reliable multivariate performance estimates. Journal of Advanced Transportation 50(3), pp. 296-314.
Wang, J., Wu, Q., Hu, X.T. & Tian, T. (2016) An integrated approach to infer dynamic protein-gene interactions - A case study of the human P53 protein. Methods 110, pp. 3-13.
Wu, F., Tian, T., Rowlings, J.B. & Yin, G. (2016) Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations. Journal of Chemical Physics 144: 174112.
Wu, Q. & Tian, T. (2016) Stochastic modeling of biochemical systems with multistep reactions using state-dependent time delay. Scientific Reports, 6: 31909.
Aharon, R., Janes, P.W., Burgess, A., Hamza, K., Klebaner, F.C. & Lackmann, M. (2014) A mathematical model for eph/ephrin-directed segregation of intermingled cells. PLoS ONE 9(12): e111803.
Algama, M. & Keith, J.M. (2014) Investigating genomic structure using changept: A Bayesian segmentation model. Computational and Structural Biotechnology Journal 10(17), pp. 107-115.
Algama, M., Oldmeadow, C., Tasker, E.C., Mengersen, K.L. & Keith, J.M. (2014) Drosophila 3’ UTRs are more complex than protein-coding sequences. PLoS ONE 9(5): e97336.
Baxter, M., Uddin, A.K.M.N., Raghav, S., Leong, P., Low, K., Hamza, K., Holmes, P., Hamilton, G.S., Thyagarajan, D., Lau, K.K-P. & Bardin, P.G. (2014) Abnormal vocal cord movement treated with botulinum toxin in patients with asthma resistant to optimised management. Respirology 19(4), pp. 531-537.
Deng, Z. & Tian, T. (2014) A continuous optimization approach for inferring parameters in mathematical models of regulatory networks. BMC Bioinformatics 15: 256.
Gramatikoff, K., Boyd, S.E., Smith, J.W. & Keith, J.M. (2014) Genomic taxonomy boost by lexical clustering. Journal of Investigative Genomics 1(1): 00004.
Hamza, K., Klebaner, F.C. (2014) How did we get here? Journal of Applied Probability 51A, pp. 63-72.
Hamza, K., Klebaner, F.C. & Mah, O. (2014) Volatility in options formulae for general stochastic dynamics. Discrete and Continuous Dynamical Systems - Series B 19(2), pp. 435-446.
Joosten, S.A., O'Donoghue, F., Rochford, P.D., Barnes, M., Hamza, K., Churchward, T., Berger, P.J. & Hamilton, G.S. (2014) Night-to-night repeatability of supine-related obstructive sleep apnea. Annals of the American Thoracic Society 11(5), pp. 761-769.
Jung, P. & Markowsky, G.T. (2014) On the Tanaka formula for the derivative of self-intersection local time for fractional Brownian motion. Stochastic Processes and their Applications 124(11), pp. 3846-3868.
Klebaner, F.C. & Liptser, R. (2014) When a stochastic exponential is a true martingale. Extension of the Benes method. Theory of Probability and its Applications 58(1), pp. 38-62.
Kutadinata, R., Moase, W., Manzie, C., Zhang, L. & Garoni, T. (2014) Extremum-seeking for adaptation of urban traffic signal control. Proceedings of the 19th IFAC World Congress, 2014. Boje, E. & Xia, X. (eds.). Oxford UK: International Federation of Automatic Control 19, pp. 5067-5072.
Lee, G.M., Tian, Y. & Zhu, Z. (2014) Monte Carlo pricing scheme for a stochastic-local volatility model. Proceedings Book of World Congress on Engineering 2014. Ao, S.I., Gelman, L. & Korsunsky, A.M. (eds.). Hong Kong: Newswood Limited, Vol. 2, pp. 1-6.
Li, X., Naidoo, P., Guy, P., Finlay, P., Foo, S-W., Hamza, K., & Bardin, P.G. (2014). Lung-volume controlled computerised tomography in real-life acute severe asthma. Journal of Asthma, 51(3), pp. 282-287.
Markowsky, G.T. (2014) A probabilistic proof of the open mapping theorem for analytic functions. Bulletin of the Australian Mathematical Society 90(1), pp. 74-76.
Miller, A.B. & Miller, B. (2014) Tracking of the UAV trajectory on the basis of bearing-only observations. 2014 IEEE 53rd Annual Conference on Decision and Control (CDC). Astolf, A. (ed.). California USA: Institute of Electrical and Electronics Engineers, pp. 4178-4184.
Miller, A.B. & Miller, B. (2014) UAV control on the basis of bearing-only observations. 2014 Australian Control Conference. Canberra Australia: Engineers Australia, pp. 31-36.
Miller, B. (2014) Controllable systems with impacts. Journal of Mathematical Sciences 199(5), pp. 571-582.
Sun, S., Klebaner, F.C. & Tian, T. (2014) A new approach for estimating the progression of pancreatic cancer. 8th International Conference on Systems Biology (ISB). Chen, L., Zhang, X-S., Wu, L-Y. & Wang, Y. (eds.). New Jersey: Institute of Electrical and Electronics Engineers, pp. 118-123.
Sun, S., Klebaner, F.C. & Tian, T. (2014) A new mathematical model for inbreeding depression in large populations. Bioinformatics Research and Applications. Basu, M., Pan, Y. & Wang, J. (eds.). Switzerland: Springer, Lecture Notes in Bioinformatics 8492, pp. 310-321.
Sun, S., Klebaner, F.C. & Tian, T. (2014) A new model of time scheme for progression process of colorectal cancer, BMC Systems Biology 8(S3): S2.
Tian, T. (2014) Simplified stochastic models with time delay for studying the degradation process of mRNA molecules. International Journal of Data Mining and Bioinformatics 10(1), pp. 18-32.
Tian, T. & Harding, A. (2014) How MAP kinase modules function as robust, yet adaptable, circuits. Cell Cycle 13(15), pp. 2379-2390.
Tian, T. & Smith-Miles, K. (2014) Mathematical modeling of GATA-switching for regulating the differentiation of hematopoietic stem cell. BMC Systems Biology, 8(S1): S8.
Tian, T., Zhou, Y., Wu, Y. & Ge, X. (2014) Estimation of parameters in mean-reverting stochastic systems, Mathematical Problems in Engineering, ID 317059.
Tian, Y., Zhu, Z., Lee, G.M., Lo, T., Klebaner, F.C. & Hamza, K. (2014) Pricing window barrier options with a hybrid stochastic-local volatility model. Proceedings of the 2104 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). Serguieva, A., Maringer, D., Palade, V. & Almeida, R.J. (eds.). USA: Institute of Electrical and Electronics Engineers, pp. 370-377.
Xu, X., Wang, J., Zhou, Z., Garoni, T. & Deng, Y. (2014) Geometric structure of percolation clusters. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 89(1): 012120.
Wu, F., Yin, G.G. & Tian, T. (2014) Gene regulatory networks driven by intrinsic noise with two-time scales: A stochastic averaging approach. Frontiers of Mathematics in China 9(4), pp. 947-963.
Wu, Q., Smith-Miles, K. & Tian, T. (2014) Approximate Bayesian computation schemes for parameter inference of discrete stochastic models using simulated likelihood density. BMC Bioinformatics 15(S12): S3.
Wu, Q., Wong, E.S.W. & Zhu, Z. (2014) A data-processing approach for exploring water-use maneuver of high-rise building. Building Services Engineering Research & Technology 35(4), pp. 341-348.
Zhang, L., de Gier, J. & Garoni, T. (2014) Traffic disruption and recovery in road networks. Physica A: Statistical Mechanics and its Applications 401, pp. 82-102.
Zhang, L. & Garoni, T. (2014) Modelling disruption and recovery of traffic in road networks. Cellular Automata. Was, J., Ch Sirakoulis, G. & Bandini, S. (eds.). Switzerland: Springer, Vol. 8751, pp. 640-649.
Zhang, L., Shiri, S. & Garoni, T. (2014) A study of aggregated speed in road networks using cellular automata. Cellular Automata. Was, J., Ch Sirakoulis, G. & Bandini, S. (eds.). Switzerland: Springer, Vol. 8751, pp. 596-604.
Chen, C., Mengersen, K., Ickstadt, K. & Keith, J.M. (2013) A Bayesian regression model with variable selection for genome-wide association studies. Case Studies in Bayesian Modeling and Analysis. Alston, C.L., Mengersen, K.L. & Pettitt, A.N. (eds.). Chichester WSX UK: Wiley-Blackwell, pp. 103-117.
Collevecchio, A., Cotar, C. & LiCalzi, M. (2013) On a preferential attachment and generalized Polya's urn model. Annals of Applied Probability 23(3), pp. 1219-1253.
Gillies, D. & Sudbury, A.W. (2013) Should causal models always be Markovian? The case of multi-causal forks in medicine. European Journal for Philosophy of Science 3(3), pp. 275-308.
Hamza, K., Jagers, P. & Klebaner, F.C. (2013) The age structure of population-dependent general branching processes in environments with a high carrying capacity. Steklov Institute of Mathematics. Proceedings, 282(1), Springer, New York USA, pp. 90-105.
Jagers, P. & Klebaner, F.C. (2013) Dependence and interaction in branching processes. Prokhorov and Contemporary Probability Theory. Shiryaev, A.N., Varadhan, S.R.S. & Presman, E.L. (eds.). Heidelberg Germany: Springer, pp. 325-333.
Jung, P. & Markowsky, G.T. (2013) Random walks at random times: Convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes. Annals of Probability 41(4), pp. 2682-2708.
Keith, J.M. & Davey, C.M. (2013) Bayesian approaches to the design of Markov chain Monte Carlo samplers. Springer Proceedings in Mathematics and Statistics - Monte Carlo and Quasi-Monte Carlo Methods 2012. Dick, J., Kuo, F. Y., Peters, G. W. & Sloan, I. H. (eds.). Heidelberg Germany: Springer, Vol. 65, pp. 455-466.
Keith, J.M. & Spring, D.A. (2013) An agent-based Bayesian approach to monitoring the progress of invasive species eradication programs. Proceedings of the National Academy of Science of the United States of America 110(33), pp. 13428-13433.
Koolen, J., Markowsky, G.T. & Park, J. (2013) On electrical resistances on distance-regular graphs. European Journal of Combinatorics 34(4), pp. 770-786.
Lv, J-P., Garoni, T. & Deng, Y. (2013) Phase transitions in XY antiferromagnets on plane triangulations, Physical Review B: Covering condensed matter and materials physics 87(2), 024108.
Markowsky, G.T. (2013) A method for deriving hypergeometric and related identities using the H2 Hardy norm of conformal maps. Integral Transforms and Special Functions 24(4), pp. 302-313.
Miller, A.B. & Miller, B. (2013) Application of stochastic control to analysis and optimization of TCP. 2013 3rd Australian Control Conference. Liu, W. (ed.). Piscataway NJ USA: Institute of Electrical and Electronics Engineers, pp. 238-243.
Miller, B. & Rubinovich, E. (2013) Discontinuous solutions in the optimal control problems and their representation by singular space-time transformations. Automation and Remote Control 74(12), pp. 1969-2006.
MacDonald, M., Korman, T., King, P.T., Hamza, K. & Bardin, P.G. (2013). Exacerbation phenotyping in chronic obstructive pulmonary disease. Respirology 18(8), 1280 - 1281.
McInnes, D.J. & Miller, B. (2013) Optimal control of time-inhomogeneous Markov chains with application to dam management. 2013 3rd Australian Control Conference. Liu, W. (ed.). Piscataway NJ USA: Institute of Electrical and Electronics Engineers, pp. 230-237.
Mode, C.J., Durrett, R., Klebaner, F. & Olofsson, P. (2013) Applications of stochastic processes in biology and medicine. International Journal of Stochastic Analysis 2013: 790625.
Nazin, A.V., Lygeros, J. (ed.) & Miller, B. (2013) Mirror decent algorithm for a multi-armed bandit governed by a stationary finite state Markov chain. European Control Conference, Piscataway NJ USA, pp. 371-375.
Nazin, A.V. & Miller, B. (2013) On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain. 2013 3rd Australian Control Conference. Liu, W. (ed.). Piscataway NJ USA: Institute of Electrical and Electronics Engineers, pp. 244-250.
Nazin, A.V. & Miller, B. (2013) Robust mirror decent algorithm for a multi-armed bandit governed by a stationary finite Markov chain. Preprints of the 2013 IFAC Conference on Manufacturing Modelling, Management, and Control. Bakhtadze, N., Chernyshov, K., Dolgui, A. & Lotosky, V. (eds.). Oxford England: Elsevier, Vol. 7, pp. 939-943.
Park, J., Koolen, J. & Markowsky, G.T. (2013) There are only finitely many distance-regular graphs with valency k at least three, fixed ratio k2/k, and large diameter. Journal of Combinatorial Theory Series B 103(6), pp. 733-741.
Phatarfod, R.M. (2013) Some aspects of the Benford law of leading significant digits. The Mathematical Scientist 38(2), pp. 73-85.
Rau, C.R.F. (2013) Bayes classifiers of three-dimensional rotations and the sphere with symmetries. Statistics and Probability Letters 83(3), pp. 930-935.
Sun, S., Klebaner, F.C. & Tian, T. (2013) A new mathematical model for progression of colorectal cancer, Proceedings - 2013 IEEE International Conference on Bioinformatics and Biomedicine. Li, G., Hu, X., Kim, S., Ressom, H., Hughes, M., Liu, B., McLachlan, G., Liebman, M. & Sun, H. (eds.). Piscataway NJ USA: Institute of Electrical and Electronics Engineers, pp. 560-565.
Tian, T. (2013) Chemical memory reactions induced bursting dynamics in gene expression. PLoS ONE 8(1): e52029.
Tian, T. & Wu, F. (2013) Robustness Analysis of the PI3K/AKT cell signaling module. Journal of Medical and Bioengineering 2(2), pp.93-97.
Tian, Y. (2013) Efficient portfolio valuation incorporating liquidity risk. Quantitative Finance 13(10), pp. 1575-1586.
Wang, J., Davidson, B. & Tian, T. (2013) Systems biology studies of gene network and cell signalling pathway in cancer research. Bioinformatics for Diagnosis, Prognosis and Treatment of Complex Diseases - Translational Bioinformatics. Shen, B. (ed.). Dordrecht Netherlands: Springer, pp. 109-129.
Wang, J., Zhou, Z., Liu, Q., Garoni, T. & Deng, Y. (2013) High-precision Monte Carlo study of directed percolation in (d+1) dimensions. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 88(4): 042102.
Wang, J., Zhou, Z., Zhang, W., Garoni, T. & Deng, Y. (2013) Bond and site percolation in three dimensions. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 87(5): 052107.
Wu, Q., Smith-Miles, K. & Tian, T. (2013) Approximate Bayesian computation for estimating rate constants in biochemical reaction systems. Proceedings: 2013 IEEE International Conference on Bioinformatics and Biomedicine. Li, G-Z., Hu, X., Kim, S., Ressom, H., Hughes, M., Liu, B., McLachlan, G., Liebman, M. & Sun, H. (eds.). New Jersey USA: Institute of Electrical and Electronics Engineers, pp. 416-421.
Wu, Q., Smith-Miles, K., Zhou, T. & Tian, T. (2013) Stochastic modelling of biochemical systems of multi-step reactions using a simplified two-variable model. BMC Systems Biology 7(S4): S14.
Zhang, L., Garoni, T. & de Gier, J. (2013) A comparative study of Macroscopic Fundamental Diagrams of arterial road networks governed by adaptive traffic signal systems. Transportation Research, Series B: Methodological 49, pp. 1-23.
Zong, X., Wu, F. & Tian, T. (2013) Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems. Journal of Difference Equations and Applications 19(11), pp. 1173-1757.
Andreev, M., Miller, A., Miller, B. & Stepanyan, K. (2012) Path planning for unmanned aerial vehicle under complicated conditions and hazards. Journal of Computer and Systems Sciences International 51(2), pp. 328-338.
Beaton, N.R., Flajolet, P., Garoni, T.M. & Guttmann, A.J. (2012) Some new self-avoiding walk and polygon models. Fundamenta Informaticae 117, pp. 19-33.
Boyd, S.E., Nair, B., Ng, S.W., Keith, J.M. & Orian, J. (2012) Computational Characterization of 3’ Splice Variants in the GFAP Isoform Family. PLoS ONE 7(3): e33565.
Chigansky, P. & Klebaner, F.C. (2012) Compound Poisson approximation for triangular arrays with application to threshold estimation. Electronic Communications in Probability 17(29), pp. 1-10.
Chigansky, P. & Klebaner, F.C. (2012) The Euler-Maruyama approximation for the absorption time of the CEV diffusion. Discrete and Continuous Dynamical Systems - Series B, 17(5), pp. 1455-1471.
Duff, C., Smith-Miles, K., Lopes, L. & Tian, T. (2012) Mathematical models of stem cell differentiation: the PU.1-Gata-1 interaction. Journal of Mathematical Biology 64(3), pp. 449-468.
Elgindy, K.T.M.A., Smith-Miles, K.A. & Miller, B. (2012) Solving optimal control problems using a Gegenbauer transcription method. Proceedings of the 2012 Australian Control Conference. Savkin, A. (ed.). Barton ACT Australia: Engineers Australia, pp. 417-424.
Fan, J.Y., Hamza, K. & Klebaner, F.C. (2012) On the Markov property of some Brownian martingales. Stochastic Processes and their Applications 122(10), pp. 3506-3512.
Hamza, K. & Klebaner, F.C. (2012) On the statistical independence of primes. The Mathematical Scientist 37(2), pp. 97-105.
Joosten, S., Hamza, K., Sands, S., Turton, A., Berger, P., & Hamilton, G. (2012). Phenotypes of patients with mild to moderate obstructive sleep apnoea as confirmed by cluster analysis. Respirology 17(1), pp. 99-107.
Keith, J.M., Davey, C.M. & Boyd, S.E. (2012) A Bayesian method for comparing and combining binary classifiers in the absence of a gold standard. BMC Bioinformatics 13: 179.
Kerr, J.B., Brogan, L., Myers, M., Hutt, K.J., Mladenovska, T., Ricardo, S.D., Hamza, K., Scott, C.L., Strasser, A. & Findlay, J.K. (2012) The primordial follicle reserve is not renewed after chemical or gamma-irradiation mediated depletion. Reproduction 143(4), pp. 469-476.
Klebaner, F.C. (2012) Introduction to Stochastic Calculus with Applications. 3 ed. UK: Imperial College Press.
Lakic, N. & Markowsky, G.T. (2012) The rate of convergence of the hyperbolic density on sequences of domains. Contemporary Mathematics - Conformal Dynamics and Hyperbolic Geometry. Bonahon, F., Devaney, R.L., Gardiner, F.P. & Saric, D. (eds.). Rhode Island USA: American Mathematical Society, Vol. 573, pp. 147-157.
Liu, Q., Deng, Y., Garoni, T. & Blöte, H. (2012) The O(n) loop model on a three-dimensional lattice. Nuclear Physics B 859(2), pp. 107-128.
Markowsky, G.T. (2012) A rigidity theorem for special families of rational functions. Annales Academiæ Scientiarum Fennicaæ Mathematica 37(1), pp. 277-284.
Markowsky, G.T. (2012) Birth-death chains and the local time of Brownian motion. Bulletin of the Australian Mathematical Society 85(3), pp. 497-504.
Markowsky, G.T. (2012) The derivative of the intersection local time of Brownian motion through Wiener chaos. Séminaire de Probabilités XLIV, Lecture Notes in Mathematics, 2046, pp. 141-148.
Miller, A.B. & Miller, B. (2012) Towards the analysis of TCP with the aid of stochastic control. Proceedings of the IX International Conference: Systems Identification and Control Problems. Lototsky, V.A. (ed.). Moscow: MAIK Nauka, pp. 326-346.
Miller, B. & Rubinovich, E. (2012) Space-time singular transformations methodology in problems with controlled impact interactions. Proceedings of the X International Chetaev Conference Analitical Mechanics, Stability and Control. Vassillyev, S.N., Kozlov, V.V., Degtyarev, G.L., Sidorov, I.N. & Gubaidullin, D.A. (eds.). Kazan, Russia: Kazan National Research Technical University Press, pp. 346-357.
Mountford, T.S. & Sudbury, A.W. (2012) Deposition processes with hardcore behaviour. Journal of Statistical Physics 146(4), pp. 687-700.
Phatarfod, R.M. (2012) Kelly gambling with the stock market and banks. The Mathematical Scientist 37(2), pp. 132-140.
Sudbury, A.W. (2012) Means and variances in stochastic multistage cancer models. Journal of Applied Probability 49(2), pp. 590-594.
Tian, T. & Ge, X. (2012) Calibration of stochastic differential equation models using implicit numerical methods and particle swarm optimization. Proceedings of the 4th International Conference on Modelling, Identification and Control. Xia, L. & Winfield, A. F. T. (eds.). USA: Institute of Electrical and Electronics Engineers, pp. 1105-1110.
Tian, T. & Song, J. (2012) Mathematical modelling of the MAP kinase pathway based on proteomics dataset. PLoS ONE 7(8): e42230.
Tian, Y., Zhu, Z., Klebaner, F.C., & Hamza, K. (2012) A hybrid stochastic volatility model incorporating local volatility. Proceedings of the Fourth International Conference on Computational and Information Sciences. Shen, W., Wang, Y. & Geng, X. (eds.). New Jersey USA: Institute of Electrical and Electronics Engineers, pp. 333-336.
Tian, Y., Zhu, Z., Klebaner, F.C., & Hamza, K. (2012) Pricing barrier and American options under the SABR model on the graphics processing unit. Concurrency and Computation-Practice & Experience 24(8), pp. 867-879. (Online version published in 2011.)
Wang, J. & Tian, T. (2012) Effective non-linear method for inferring genetic regulation from time-series microarray gene expression data. Next Generation Microarray Bioinformatics. Wang, J., Tan, A.C. & Tian, T. (eds.). New York USA: Humana Press, pp. 235-246.
Wu, Q., Smith-Miles, K. & Tian, T. (2012) A two-variable model for stochastic modelling of chemical events with multi-step reactions. Proceedings of the 2012 IEEE International Conference on Bioinformatics and Biomedicine (BIBM). Gao, J., Dubitzky, W., Wu, C., Liebman, M., Alhail, R., Ungar, L., Christianson, A. & Hu, X. (eds.). Philadelphia USA: Institute of Electrical and Electronics Engineers, pp. 270-275.
Zhang, L. (2012) On-line scheduling of empty containers. Asia-Pacific Journal of Operational Research 29(4), pp. 1-19.
Abramov, V. (2011) Statistical analysis of single-server loss queueing systems. Methodology and Computing in Applied Probability 13(4), pp. 763-781.
Abramov, V., Klebaner, F. & Liptser, R. (2011) The Euler-Maruyama approximations for the CEV model. Discrete and Continuous Dynamical Systems - Series B, 16(1), pp. 1-14.
Boyd, S.E., Keith, J.M., Traven, A. & Beilharz, T. (2011) Probing connectivity between transcriptional and post-transcriptional gene networks. Microbiology Australia, 32(4), pp. 166-168.
Buchmann, B. & Maller, R. (2011) The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component. Probability Theory and Related Fields, E, pp. 1-28.
Chen, C., Schwender, H., Keith, J.M., Nunkesser, R., Mengersen, K. & Macrossan, P. (2011) Methods for identifying SNP interactions: A review on variations of logic regression, random forest and Bayesian logistic regression. IEEE/ACM Transactions on Computational Biology and Bioinformatics 8(6), pp. 1580-1591.
Clark, R.M. & Thompson, R. (2011) Estimation and comparison of flowering curves. Plant Ecology and Diversity 4(2-3), pp. 189-200.
Clark, R.M. & Thompson, R. (2011) Sampling bias in the determination of first and last occurrences. Plant Ecology and Diversity 4(2-3), pp. 201-211.
de Gier, J., Garoni, T.M. & Rojas, O. (2011) Traffic flow on realistic road networks with adaptive traffic lights. Journal of Statistical Mechanics: Theory and Experiment 2011, pp. 1-43, P04008.
Evans, G., Sofronov, G.Y., Keith, J.M. & Kroese, D.P. (2011) Estimating change-points in biological sequences via the cross-entropy method. Annals of Operations Research, 189(1), pp. 155-165.
Garoni, T.M., Ossola, G., Polin, M. & Sokal, A.D. (2011) Dynamic Critical Behavior of the Chayes-Machta Algorithm for the Random-Cluster Model. I. Two Dimensions. Journal of Statistical Physics 144(3), pp. 459-518.
Hamza, K. & Sudbury, A. (2011) The mixing advantage for bounded random variables. Statistics and Probability Letters 81(8), pp. 1190-1195.
Jagers, P. & Klebaner, F. (2011) Population-size-dependent, age-structured branching processes linger around their carrying capacity. New frontiers in applied probability. Glynn, P., Mikosch, T. & Rolski, T. (eds.). Special Volume 48A ed. Sheffield UK: Applied Probability Trust, pp. 249-260.
Klebaner, F. & Liptser, R. (2011) Asymptotic analysis of ruin in the constant elasticity of variance model. Theory of Probability and its Applications 55(2), pp. 291-297.
Klebaner, F., Sagitov, S., Vatutin, V., Haccou, P. & Jagers, P. (2011) Stochasticity in the adaptive dynamics of evolution: the bare bones. Journal of Biological Dynamics 5(2), pp. 147-162.
Li, W., Luo, X., Hill, N.A., Ogden, R.W., Tian, T., Smythe, A., Majeed, A.W. & Bird, N. (2011) Cross-bridge apparent rate constants of human gallbladder smooth muscle. Journal of Muscle Research and Cell Motility 32(3), pp.209-220.
Liu, Q., Deng, Y. & Garoni, T. (2011) Worm Monte Carlo study of the honeycomb-lattice loop model. Nuclear Physics B, 846(2), pp. 283-315.
Low, K., Lau, K., Holmes, P., Crossett, M., Vallance, N., Phyland, D., Hamza, K., Hamilton, G. & Bardin, P. (2011) Abnormal vocal cord function in difficult-to-treat asthma. American Journal of Respiratory and Critical Care Medicine 184(1), pp. 50-56.
Markowsky, G. (2011) A retelling of Newton's work on Kepler's Laws. Expositiones Mathematicae 29(3), pp. 253-282.
Markowsky, G. (2011) Applying Brownian motion to the study of birth-death chains. Statistics and Probability Letters 81(8), pp. 1173-1178.
Markowsky, G. (2011) On the expected exit time of planar Brownian motion from simply connected domains. Electronic Communications in Probability 16, pp. 652-663.
Miller, A. & Miller, B. (2011) Control of connected Markov chains. Application to congestion avoidance in the internet. Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC). Polycarpou, M. (ed.). USA: Institute of Electrical and Electronics Engineers, pp. 7242-7248.
Miller, B. & McInnes, D. (2011) Management of a large dam via optimal price control. Proceedings of the 18th World Congress: The International Federation of Automatic Control. Bittanti, S., Cenedese, A. & Zampieri, S. (eds.). Milan Italy: International Federation of Automatic Control, Vol. 18, pp. 12432-12438.
Miller, B. & McInnes, D. (2011) Management of a dam sytems via optimal price control. Procedia Computer Science. Sato, M., Matsuoka, S., Dick van Albada, G., Dongarra, J. & Sloot, P.M.A. (eds.). Netherlands: Elsevier, Vol. 4, pp. 1373-1382.
Miller, B. & McInnes, D. (2011) Optimal management of a two dam system via stochastic control: parallel computing approach. Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC). Polycarpou, M. (ed.). USA: Institute of Electrical and Electronics Engineers, pp. 1417-1423.
Miller, B., Miller, G. & Semenikhin, K. (2011) Methods to design optimal control of Markov process with finite state set in the presence of constraints. Automation and Remote Control 72(2), pp. 323-341.
Miller, B., Rabinovich, E. & Bentsman, J. (2011) Spatiotemporal singular transformation in dynamical systems with impacts and its use in obtaining generalized solution of painleve problem. Proceedings of the 18th IFAC World Congress. Bittani, S., Cenedese, A. & Zampieri, S. (eds.). United Kingdom: Elsevier, Vol. 8, pp. 3463-3473.
Miller, B., Stepanyan, K., Miller, A. & Andreev, M. (2011) 3D path planning in a threat environment. Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC). Polycarpou, M. (ed.). USA: Institute of Electrical and Electronics Engineers, pp. 6864-6868.
Miller, B., Stepanyan, K., Miller, A. & Andreev, M. (2011) Parallel implementation of the UAV path planning in a hazard environment. Proceedings of the XVII International Conference on Computational Mechanics and Modern Applied Software Systems. Goryacheva, I., Pizymov, U. & Chezny, G. (eds.). Moscow Russia: Moscow Aviation Institute, pp. 698-700.
Nazin, A. & Miller, B. (2011) Online mirror descent algorithm for controlled homogeneous finite Markoc chains with unknown mean losses. Proceedings of the 18th IFAC World Congress. Bittani, S., Cedenese, A. & Zampieri, S. (eds.). United Kingdom: Elsevier, Vol. 18, pp. 12421-12426.
Nazin, A. & Miller, B. (2011) The mirror descent control algorithm for weakly regular homogeneous finite Markov chains with unknown mean losses. Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC). Polycarpou, M. (ed.). USA: Institute of Electrical and Electronics Engineers, pp. 1779-1783.
Oldmeadow, C. & Keith, J. (2011) Model Selection in Bayesian Segmentation of multiple DNA alignments. Bioinformatics 27, pp. 604-610.
Phatarfod, R.M. (2011) Further aspects of gambling with the Kelly criterion. The Mathematical Scientist 36(1), pp. 47-56.
Qiao, M., Qi, H., Liu, A. & Tian, T. (2011) Analysis of Stability and Permanence for a HBV Model with Impulsive Releasing Immune Factor, Chinese Annals of Mathematics, Series A, 32, pp. 173-184. (In Chinese.) English translation was published in Chinese Journal of Contemporary Mathematics, 31(2), 149-162.
Rau, C. & Chiu, S. (2011) Grain rotations and distortions in the asymptotic variance of vacancy of the Boolean model. Journal of Mathematical Analysis and Applications 384(2), pp. 647-657.
Sudbury, A. (2011) Vectors and the 9-point circle. Mathematical Gazette 95(534), pp. 540-542.
Tian, T. (2011) Stochastic dynamics of a Hepatitis B virus transmission model. Proceedings of the 2011 IEEE International Symposium on IT in Medicine and Education. Li, S. & Dai, Y. (eds.). Beijing China: Institute of Electrical and Electronics Engineers, Vol. 1, pp. 496-500.
Tian, T. (2011) Stochastic modelling of gene regulatory networks. Applied statistics for network biology: Methods in systems biology. Dehmer, M., Emmert-Streib, F., Graber, A. & Salvador, A. (eds.). 1 ed. Germany: Wiley-Blackwell, pp. 13-37.
Tian T. (2011) Stochastic models for studying the degradation of mRNA molecules. Proceedings of the 2011 IEEE International Conference on Bioinformatics and Biomedicine (BIBM2011). Wu, F-X., Zaki, M., Morishita, S., Pan, Y., Wong, S., Christianson, A. & Hu, X. (eds.). Los Alimos USA: Institute of Electrical and Electronics Engineers, pp. 167-172.
Tian, T., Olson, S., Whitacre, J.M. & Harding, A. (2011) The origins of cancer robustness and evolvability. Integrative Biology 3(1), pp. 17-30.
Tokarev, D.V. (2011) A generalisation of Descartes' rule of signs. Journal of the Australian Mathematical Society 91(3), pp. 415-420.
Abramov, V.M. (2010) Takacs' asymptotic theorem and its applications: A survey. Acta Applicandae Mathematicae 109(2), pp. 609-651. download
Clark, R.M. & Thompson, R.E. (2010) Predicting the impact of global warming on the timing of spring flowering. International Journal of Climatology 30, pp. 1599-1613.
Graham, J.P., O'Donnell, C.J., Craig, P.J., Walker, J.L., Hill, A.J., Cirillo, J.N., Clark, R.M., Gledhill, S.R. & Schneider-Kolsky, M.E. (2010) The application of computerised tomography to the dental adeing of children and adolescents. Forensic Science International 195, pp. 58-62. download.
Klebaner, F.C. (2010) Approximations in population-dependent branching processes. Lecture Notes in Statistics - Proceedings. Gonzalez, M.V., del Puerto, I.M., Martinez, R., Molina, M., Mota, M. & Ramos, A. (eds.). Germany: Springer Verlag, Vol. 197, pp. 71-78.
Klebaner, F.C. & Liptser, R.S. (2010) Asymptotics in Ruin Analysis in a diffusion model. Teor. Veroyatn. Primenen. (Russian), 55(2), 1-9. download.
Klebaner, F.C. & Azmy, E. (2010) Solutions and simulations of some one-dimensional stochastic differential equations. Asia-Pacific Financial Markets 17, pp. 365-372.
Miller, A. & Miller, B. (2010) Congestion avoidance with the aid of stochastic control. Proceedings of the 49th IEEE Conference on Decision and Control. Ghorbel, F. (ed.). USA: Institute of Electrical and Electronics Engineers, pp. 552-558.
Miller, B., Miller, G. & Siemenikhin, K. (2010) Towards the optimal control of Markov chains with constraints. Automatica 46(9), pp. 1495-1502.
Miller, B., Stepanyan, K.V. & Miller, A.B. (2010) Simulation of permissible UAV trajectories. Proceedings of the VIII International Conference on Nonequilibrium Processes in Nozzles and Jets, NPNJ'2010. Levin, V.A., Pirumov, U.G. & Chernyi, G.G. (eds.). Moscow Russia: Moscow Aviation Institute, pp. 321-323.
Oldmeadow, C., Mengersen, K., Mattick, J. & Keith, J. (2010) Multiple evolutionary rate classes in animal genome evolution. Molecular Biology and Evolution 27(4), pp. 942-953.
Qiao, M., Qi, H. & Tian, T. (2010) Steady state solution and stability of an age-structured MSIQR epidemic model. Intelligent Information Management 2(5), pp. 316-324.
Stepanyan, K.V., Miller, A.B. & Miller, B. (2010) Path planning of UAV in dangerous environment (in Russian). Proceedings of Conference on Information Technologies and Systems. Kuleshov, A. (ed.). Moscow Russia: Russian Academy of Sciences, pp. 263-268.
Sudbury, A. (2010) Two-stage testing using selection schemes. Statistics in Medicine 29(21), pp. 2194-2199. download.
Tian, T. (2010) Stochastic models for inferring genetic regulation from microarray gene expression data. BioSystems 99(3), pp. 192-200. download.
Tian, Y., Zhu, Z., Klebaner, F.C., & Hamza, K. (2010) Option pricing with the SABR model on the GPU. Proceedings of the 3rd Workshop on High Performance Computational Finance. Dixon, M., Daly, D., Eleftheriou, M., Moreira, J. & Ryu, K. (eds.). Piscataway USA: Institute of Electrical and Electronics Engineers, pp. 1-8.
Tibby, J., Gell, P., Hancock, G. & Clark, R.M. (2010) Complex reservoir sedimentation revealed by an unusual combination of sediment records, Kangaroo Creek Reservoir, South Australia. Journal of Paleolimintology, 43, pp. 535-549. download.
Wang, J. & Tian, T. (2010) Quantitative model for inferring dynamic regulation of the tumour suppressor gene p53. BMC Bioinformatics 11(36), pp.1-12. download.
Abramov, V.M. (2009) Queueing Systems, Networks and Telecommunication Systems: Asymptotic Methods for Queueing Systems and Networks with Application to Telecommunications. Saarbrucken, Germany: Lambert Academic Publishing. ISBN 978-3-8383-2416-6
Bentsman, J., Miller, B., Rubinovich, E. & Mazumder, S. K. (2009) Optimal control of dynamical systems with active singularities under single- and multi-impact sequences: A ball/racket system example. Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference. Bailleieul, J. & Guo, L. (eds.). USA: Institute of Electrical and Electronics Engineers, pp. 5033-5038.
Buchmann, B. (2009) Weighted empirical processes in the nonparametric inference for Levy Processes. Mathematical Methods of Statistics 18(4), pp. 281-309. download.
Buchmann, B. & Chan, N.H. (2009) Integrated functionals of normal and fractional processes. The Annals of Applied Probability 19(1), pp. 47-90. - download.
Hamza, K. (2009) An exact test for hazard similarity. Australian and New Zealand Journal of Statistics 51(2), pp. 143-159. download.
Hamza, K., Jagers, P., Sudbury, A.W. & Tokarev, D.V. (2009) The mixing advantage is less than 2. Extremes 12, pp. 19-31. download.
Hamza, K. & Maaouia, F. (2009) On the identification of a supercritical branching process. [Sur l'identification d'un processus de branchement surcritique.] Comptes Rendus Mathematique 347(5-6), pp. 321-325. download
Klebaner, F.C. & Landsman, Z. (2009) Option pricing for log-symmetric distributions of returns. Methodology and Computing in Applied Probability 11, pp. 339-357. download.
Miller, B. (2009) Optimization of queueing system via stochastic control. Automatica 45(6), pp. 1423-1430. download.
Miller, B., Miller, G. & Siemenikhin, K. (2009) Control of Markov chains with constraints. Proceedings of the VIII International Conference on System Identification and Control Problems. Lototsky, V. A. (ed.). Moscow Russia: MAIK Nauka, pp. 1-23.
Miller, B., Miller, G. & Siemenikhin, K. (2009) Optimal control of Markov chains with constraints. Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference. Bailleiieul, J. & Guo, L. (eds.). USA: Institute of Electrical and Electronics Engineers, pp. 512-518.
Miller, B. & Rabinovich, E. (2009) Impulsive control with impulsive actions of two types. Automation and Remote Control 70(11), pp. 1795-1813.
Sudbury, A. (2009) Random sequential absorption on random trees. Journal of Statistical Physics 136(1), pp. 51-58. download.
Tian, T. (2009) Estimation of kinetic rates of MAP kinase activation from experimental data. Proceedings 2009 International Joint Conference on Bioinformatics, Systems Biology and Intelligent Computing (IJCBS). Huang, H., Yenduri, S. & Zhao, Z. (eds.). USA: Institute of Electrical and Electronics Engineers, pp. 457-462.
Tokarev, D.V. & Borovkov, K.A. (2009) On expectations of maxima of sets of independent random variables. Statistics and Probability Letters 79(23), pp. 2381-2388.
Abramov, V.M. (2008) The effective bandwidth problem revisited. Stochastic Models 24(4), pp. 527-557. download.
Abramov, V.M. (2008) Continuity theorems for the M/M/1/n queueing system. Queueing Systems : theory and applications 59(1), pp. 63-86. download.
Abramov, V.M. (2008) Further analysis of confidence intervals for large client/server computer networks. Reliability and Risk Analysis: Theory and Applications 1(1), pp. 22-28. download
Abramov, V.M. (2008) Large closed queueing networks in semi-Markov environment and their applications. Acta Applicandae Mathematicae 100(3), pp. 201-226. download.
Abramov, V.M. & Klebaner, F.C. (2008) Prediction of missing observations by a control method. Advances and Applications in Statistics 8, pp. 109-129. download.
Bentsman, J., Miller, B. & Rubinovich, E.Y. (2008) Dynamical systems with active singularities: Input/State/Output modelling and control. Automatica 44 (7), pp. 1741-1752. download.
Bentsman, J., Miller, B., Rubinovich, E.Y. & Mazumder, S.K. (2008) Input/state/output modelling and control of dynamical systems with active singularities: Single- and multi-impact sequences. Proceedings of the 47th IEEE Conference on Decision and Control. Abdallah, C.T. & Parisini, T. (eds.). Cancun Mexico: Institute of Electrical and Electronics Engineers, pp. 2123-2128.
Buchmann, B., Maller, R. & Szimayer, A. (2008) An almost sure functional limit theorem at zero for a class of Levy processes normed by the square root function, and applications. Probability Theory and Related Fields 142(1), pp. 219-247. - download.
Gouet, R. & Sudbury, A.W. (2008) Blocking and Dimer processes on the Cayley tree. Journal of Statistical Physics 130(5), pp. 935-955.
Hall, P., Qiu, P. & Rau, C.R.F. (2008) Tracking edges, corners and vertices in an image. Scandinavian Journal of Statistics 35, pp. 1-17.
Hamza, K. (2008) A new mean with inequalities. The Bulletin of the Australian Mathematical Society 77(3), pp. 365-371. download.
Hamza, K. & Klebaner, F.C. (2008) On the implicit Black-Scholes formula. Stochastics: An International Journal of Probability and Stochastic Processes [Formerly known as Stochastics and Stochastics Reports], 80(1), pp. 97-102. download.
Klebaner, F.C. & Chiganski, P. (2008) Distribution of the Brownian motion on its way to hitting zero. Electronic Communications in Probability 13(1), pp. 641-648. download.
Klebaner, F.C. & Liptser, R. (2008) Cramer's theorem for nonnegative multivariate point processes with independent increments. Topics in Stochastic Analysis and Nonparametric Estimation. IMA Volumes in Mathematics and its Applications, Vol. 145, Springer New York, pp. 21-28. - download.
Klebaner, F.C. & Liptser, R. (2008) Large deviations analysis of extinction in branching models. Mathematical Populations Studies 15(1), pp. 55-69.
Miller, B. (2008) Access and service rate control in queueing system. Proceedings of the 17th IFAC World Congress 2008. Chung, M. J. & Misra, P. (eds.). Seoul Korea: International Federation of Automatic Control, Vol. 17, pp. 3683-3688. download.
Miller, B. (2008) Optimization of stochastic networks via stochastic control. Proceedings of VII International Conference System Identification and Control Problems. Vassilyev, S.N. (ed.). Moscow Russia: MAIK Nauka, pp. 385-397.
Norton, P. & Phatarfod, R. (2008) Optimal strategies in one-day cricket. Asia-Pacific Journal of Operational Research 25(4), pp. 495-511. download.
Sudbury, A. (2008) The expected duration of random sequential adsorption. Annals of Applied Probability 18(1), pp. 100-108. download.
Sudbury, A. (2008) Emptiness probabilities in random sequential adsorbtion on the Bethe lattice. Modern Physics Letters B, 22(30), pp. 2931-2936. download.
Thompson, R. & Clark, R.M. (2008) Is spring starting earlier? Holocene (special issue in honour of F. Oldfield), 18(1), pp. 95-104.
Abramov, V.M. (2007) Confidence intervals associated with performance analysis of symmetric large closed client/server computer networks. Reliability and Risk Analysis: Theory and Applications, 2(2), pp. 34-42. - download
Abramov, V.M. (2007) Multiserver queueing systems with retrials and losses. ANZIAM Journal [Formerly known as Journal of the Australian Mathematical Society, Ser. B], 48(3), pp. 297-314. - download.
Abramov, V.M. (2007) Asymptotic analysis of loss probabilities in GI/M/m/n queueing systems as n increases to infinity. Quality Technology and Quantitative Management 4(3), pp. 379-393. - download.
Abramov, V.M. (2007) Optimal control of a large dam. Journal of Applied Probability 44(1), pp. 249-258. - download.
Abramov, V.M. & Klebaner, F.C. (2007) Estimation and prediction of a non-constant volatility. Asia-Pacific Financial Markets, 14(1), pp. 1-23. - download.
Bentsman, J. & Miller, B. (2007) Dynamical systems with active singularities of elastic type: A modelling and control synthesis framework. IEEE Transaction on Automation Control 52(1), pp. 39-55. - download.
Bentsman, J., Miller, B., Rubinovich, E. & Zheng, K. (2007) Hybrid dynamical systems with controlled discrete transitions. Nonlinear Analysis: Hybrid Systems 1 (4), pp. 466-481. download.
Brand, M., Sanjayan, J.G. & Sudbury, A.W. (2007) Dynamic response of pedestrian bridges for random crowd-loading. Australian Journal of Civil Engineering, Engineers Australia 3(1), pp. 27-38. download.
Buchmann, B. & Chan, N.H. (2007) Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Annals of Statistics 35(5), pp. 2001-2017.
Dufour, F. & Miller, B. (2007) Necessary conditions for optimal singular stochastic control problems. Stochastics: An International Journal of Probability and Stochastic Processes [Formerly known as Stochastics and Stochastics Reports], 79(5), pp. 469-504. - download.
Dufour, F. & Miller, B. (2007) Maximum principle in non-linear optimal stochastic singular control problems. Proceedings of European Control Conference 2007. Tzafestas, S.G. (ed.). Athens Greece: European Union Control Association, pp. 1284-1291. download.
Ehrmann, E.H., Messer, H.M. & Clark, R.M. (2007) Flare-ups in endodontics and their relationship to various medications. Australian Endodontic Journal: the journal of the Australian Society of Endodontology Inc. 33(3), pp. 119-130. download.
Hamza, K. & Klebaner, F.C. (2007) On one inverse problem in financial mathematics. Journal of Uncertain Systems 1(4), pp. 246-255. download.
Hamza, K. & Klebaner, F.C. (2007) A family of non-Gaussian martingales with Gaussian marginals. Journal of Applied Mathematics and Stochastic Analysis 2007, pp. 1-19, Article ID 92723. download.
Jagers, P., Klebaner, F.C. & Sagitov, D. (2007) On the path to extinction. Proceedings of the National Academy of Sciences of the United States of America 104(15), pp. 6107-6111. download.
Jagers, P., Klebaner, F.C. & Sagitov, D. (2007) Markovian paths to extinction. Advances in Applied Probability 39(2), pp. 569-587. download.
Klebaner, F.C., Lim, A.K.K. & Liptser, R. (2007) Functional Central Limit Theorem and Moderate Deviation Principle for stochastic Lotka-Volterra model. Acta Applicandae Mathematicae 97, pp. 53-68. download.
Klebaner, F.C., Roesler, U. & Sagitov, S. (2007) Transformations of Galton-Watson processes and linear fractional reproduction. Advances in Applied Probability 39(4), pp. 1036-1053. download.
Miller, B. & Bentsman, J. (2007) Generalized solutions in systems with active unilateral constraints. Nonlinear Analysis: Hybrid Systems, 1(4), pp. 510-526. - download.
Miller, B. & Dufour, F. (2007) Generalised solutions in nonlinear optimal stochastic control problems (impulsive and singular controls). Proceedings of VI International Conference - System Identification and Control Problems. Lototsky, V.A. (ed.). Moscow RUSSIA: V A Trapeznikov Institute of Control Sciences, pp. 847-868.
Miller, B. & Rubinovich, E. (2007) Image motion compensation at charge-coupled device photographing in delay-integration mode. Automation and Remote Control 68(3), pp. 564-571. - download.
Phatarfod, R.M. (2007) Some aspects of gambling with the Kelly criterion. The Mathematical Scientist 32, pp. 23-31. - download.
Risbey, J., Hamza, K. & Marsden, J. (2007) Use of climate scenarious to aid in decision analysis for interannual water supply planning. Water Resources Management 21(6), pp. 919-932. - download.
Abramov, V.M. (2006) Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution. Annals of Operations Research 141(1), pp. 19-50. - download.
Abramov, V.M. (2006) Stochastic inequalities for single-server loss queueing systems. Stochastic Analysis and Applications 24(6), pp. 1205-1221. - download.
Buchmann, B. & Kluppelberg, C. (2006) Fractional integral equations and state space transforms. Bernoulli 12(3), pp. 431-456.
Burrage, K., Mac, S. & Tian, T. (2006) Accelerated leap methods for simulationg discrete stochastic chemical kinetics. 2nd Multidisciplinary International Symposium on Positive Systems (POSTA 2006). Berlin Germany: Springer Verlag, pp. 359-366.
Dufour, F & Miller, B. (2006) Maximum principle for singular stachastic control problems. SIAM Journal of Control and Optimization 45(2), pp. 668-698. - download.
Fielding, M., Klebaner, F.C. & Landsman, Z. (2006) Random volatility and option prices with the generalized Student t-distribution. Advances and Applications in Statistics 6(1), pp. 111-120.
Hamza, K. & Klebaner, F.C. (2006) Nonexistance of non-constant volatility in the Black-Scholes formula. Discrete and Continuous Dynamic Systems - Series B, 6(4), pp. 829-834. - download.
Hamza, K. & Klebaner, F.C. (2006) On solutions of first order stochastic partial differential equations. Far East Journal of Theoretical Statistics 20(1), pp. 13-25. - download.
Klebaner, F.C., Le, T.T.N. & Liptser, R. On estimation of volatility surface and prediction of future spot volatility. Applied Mathematical Finance 13(3), pp. 245-263. - download.
Klebaner, F.C. & Liptser, R. (2006) Likely path to extinction in simple branching models with large initial population. Journal of Applied Mathamatics and Stochastic Analysis 2006: ID 60376. - download.
Miller, B. & Bentsman, J. (2006) Optimal control problems in hybrid systems with active singularities. Nonlinear Analysis, Theory, Methods and Applications 65(5), pp. 999-1017. - download.
Miller, B. & Bentsman, J. (2006) Representation of motion of controlled dynamic systems with unilateral constraints. Proceedings of the 45th IEEE Conference on Decision and Control. Misra, P. (ed.). USA: Institute of Electrical and Electronics Engineers, pp. 4787-4792.
Steif, J.E. & Sudbury, A.W. (2006) Some results for poisoning in catalytic model. Electronic Communications in Probability 11, pp. 168-177. download.
Thompson, R. & Clark, R.M. (2006) Spatio-temporal modelling and assessment of within-species phenological variability using thermal time methods. International Journal of Biometeorology 50(5), pp. 312-322. download.
Bentsman, J. & Miller, B. (2005) Modelling and control of dynamical systems with active singularities and sensing in a singular motion. Proceedings of the 16th IFAC World Congress. Piztek, P. (ed.). Oxford UK: Elsevier, pp. 1-6.
Buchmann, B. & Kluppelberg, C. (2005) Maxima of stochastic processes driven by fractional Brownian motion. Advances in Applied Probability 37(3), pp. 743-764.
Dufour, F & Miller, B. (2005) Singular stochastic maximum principle. Proceedings of the 16th IFAC World Congress. Piztek, P. (ed.). Oxford UK: Elsevier, pp. 1-6.
Emeliyanov, D., Rubinovich, E. & Miller, B. (2005) Information set-based guidance algorithm against a decelerating maneuvering target. IEEE Transactions on Aerospace and Electronic Systems 41, pp. 65-74.
Goldentayer, L., Klebaner, F.C. & Liptser, R. (2005) Tracking Volatility. Problems of Information Transmission 41(3), pp. 212-229. download.
Hamza, K., Jacka, S. & Klebaner, F.C. (2005) The Equivalent Martingale Measure Conditions in a General Model for Interest Rates. Advances in Applied Probability 37(2), pp. 415-434. - download.
Klebaner, F.C. (2005) Behaviour of a dynamic system far from its equilibrium. Complex Analysis and Dynamical Systems II. Agranovsky, M., Karp, L. & Shoikhet, D. (eds.). Ramat-Gan Israel: American Mathematical Society, Vol. 382, pp. 229-231.
Klebaner, F.C. (2005) Discrete time dynamical systems as population models. Branching processes: Variation, Growth, and Extinction of Populations. Haccou, P., Jagers, P. & Vatutin, V.A. (eds.). Cambridge UK: Cambridge University Press, pp. 88-94.
Klebaner, F.C. (2005) Introduction to Stochastic Calculus with Applications. 2nd ed. London UK: Imperial College Press.
Klebaner, F.C. (2005) Population size dependent processes. Branching processes: Variation, Growth, and Extinction of Populations. Haccou, P., Jagers, P. & Vatutin, V.A. (eds.). Cambridge UK: Cambridge University Press, pp. 133-135.
Klebaner, F.C. (2005) Slowly growing populations. Branching processes: Variation, Growth, and Extinction of Populations. Haccou, P., Jagers, P. & Vatutin, V.A. (eds.). Cambridge UK: Cambridge University Press, pp. 174-176.
Le, T.T.N. (2005) Stochastic Market Volatility Models. Applied Financial Economics Letters 1, pp. 177-188. download.
Miller, B., Avrachenkov, K., Stepanyan, K. & Miller, G. (2005) Flow control as a stochastic optimal control problem with incomplete information. Problems of Information Transmission 41(2), pp. 150-170.
Miller, B. & Bentsman, J. (2005) The singularity opening approach to control of mechanical systems with constraints. Proceedings of the 2nd IFAC Workshop. Astolfi, A., Gordillo, F. & van der Shaft, A.J. (eds.). Oxford UK: Elsevier, pp. 1-6.
Miller, B. & Rubinovich, E. (2005) Optimization of Dynamic Systems with Impulse Control. 1 ed. Moscow Russia: Nauka.
Penrose, M.D. & Sudbury, A.W. (2005) Exact and approximate results for deposition and annihilation processes on graphs. Annals of Applied Probability 15(1B), pp. 853-889. - download.
Sudbury, A.W. (2005) Rigorous lower bounds for extinction probabilities of the contact process. Journal of Applied Probability 42(3), pp. 902-904. - download.
Abramov, V.M. (2004) A large closed queueing network containing two types of node and multiple customer classes: one bottleneck station. Queueing Systems : theory and applications 48(1-2), pp. 45-73.
Abramov, V.M. (2004) Asymptotically flat and scalar flat metrics on R3 admitting a horizon. Proceedings of the American Mathematical Society 132(1), pp. 217-222.
Abramov, V.M. & Liptser, R. (2004) On existence of limiting distribution for time-nonhomogeneous countable Markov process. Queueing Systems : theory and applications 46(3), pp. 353-361.
Burrage, K. & Tian, T. (2004) Implicit stochastic Runge-Kutta methods for stochastic differential equations. BIT (Copenhagen) 44(1), pp. 21-39.
Clark, R.M. and Thompson, R. (2004) Botanical records reveal changing seasons in a warning world. Australian Science 25(9), pp. 37-39.
Dufour, F & Miller, B. (2005) Singular stochastic control problems. SIAM Journal on Control and Optimization 43(2), pp. 708-730.
Fock, J., Galea, M.P., Stillman, B.C., Rawicki, B. & Clark, R.M. (2004) Functional outcome following Botulinum toxin A injection to reduce spastic equinus in adults with traumatic brain injury. Brain Injury 18(1), pp. 57-63. download.
Klebaner, F.C. & Jagers, P (2005) Branching processes in near critical random environment. Journal of Applied Probability 41A, pp. 17-23.
Katori, M., Konno, N., Sudbury, A.W. & Tanemura, H. (2004) Dualities for the Domany-Kinzel model. Journal of Theoretical Probability 17(1), pp. 131-144. download.
Sudbury, A.W. (2004) The annihilating process on random trees and the square lattice. Journal of Applied Probability 41, pp. 816-831.
Tian, T. & Burrage, K. (2004) Bistability and switching in the lysis/lysogeny genetic regulatory network of bacteriophage lambda. Journal of Theoretical Biology 227(2), pp. 229-237.