Imperial College London

Professor Axel Gandy

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics
 
 
 
//

Contact

 

+44 (0)20 7594 8518a.gandy Website

 
 
//

Location

 

530Huxley BuildingSouth Kensington Campus

//

Summary

 

Summary

 

Axel Gandy is Chair in Statistics at Imperial College London.

His personal web page can be found at http://wwwf.imperial.ac.uk/~agandy/

Selected Publications

Journal Articles

Veraart LAM, Gandy A, 2019, Adjustable network reconstruction with applications to CDS exposures, Journal of Multivariate Analysis, Vol:172, ISSN:0047-259X, Pages:193-209

Gandy A, Veraart LAM, 2017, A Bayesian methodology for systemic risk assessment in financial networks, Management Science, Vol:63, ISSN:1526-5501, Pages:4428-4446

Gandy A, Lau F, 2016, The chopthin algorithm for resampling, Ieee Transactions on Signal Processing, Vol:64, ISSN:1941-0476, Pages:4273-4281

Gandy A, Hahn G, 2016, A framework for Monte Carlo based multiple testing, Scandinavian Journal of Statistics, Vol:43, ISSN:1467-9469, Pages:1046-1063

Gandy A, Kvaløy JT, 2013, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods, Scandinavian Journal of Statistics, Vol:n/a, ISSN:0303-6898

Gandy A, Lau FD-H, 2013, Non-restarting cumulative sum charts and control of the false discovery rate, Biometrika, Vol:100, ISSN:0006-3444, Pages:261-268

Gandy A, Rubin-Delanchy P, 2011, An algorithm to compute the power of Monte Carlo tests with guaranteed precision

Gandy A, 2009, Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk, Journal of the American Statistical Association, Vol:104, ISSN:0162-1459, Pages:1504-1511

More Publications