Summary
My personal webpage can be found at:
http://www2.imperial.ac.uk/~nkantas/
Publications
Journals
Marowka M, Peters GW, Kantas N, et al., Factor augmented bayesian cointegration model: a case study on the soybean crush spread, Journal of the Royal Statistical Society Series C: Applied Statistics, ISSN:0035-9254
Lu X, Adams N, Kantas N, 2019, On adaptive estimation for dynamic Bernoulli bandits, Foundations of Data Science, Vol:1, ISSN:2639-8001, Pages:197-225
Llopis FP, Kantas N, Beskos A, et al., 2018, Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise, Siam Journal on Scientific Computing, Vol:40, ISSN:1064-8275, Pages:A1544-A1565
Marowka M, Peters GW, Kantas N, et al., 2017, Some Recent Developments in Markov Chain Monte Carlo for Cointegrated Time Series, Esaim : Proceedings, Vol:59, ISSN:1270-900X, Pages:76-103
Whiteley N, Kantas N, 2017, Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications, Mathematics of Operations Research, Vol:42, ISSN:1526-5471, Pages:1007-1034