Dr Andrew Golightly
Lecturer
- Email: a.golightly@ncl.ac.uk
- Telephone: 0191 222 7312
- Website: http://www.mas.ncl.ac.uk/~nag48/
- Address: School of Mathematics and Statistics
Newcastle University
Newcastle Upon Tyne
NE1 7RU
UK
Research Interests
Bayesian Statistics
Diffusion Processes
Particle Filtering
Markov Chain Monte Carlo
Selected Publications
- Golightly, A. Bayesian Filtering for Jump-Diffusions with Applications to Stochastic Volatility. Journal of Computational and Graphical Statistics 2009, To appear.
- Golightly A; Wilkinson D. Bayesian inference for nonlinear multivariate diffusion models observed with error. Computational Statistics and Data Analysis 2008, 52(3), 1674-1693.
- Golightly A; Wilkinson DJ. Bayesian sequential inference for nonlinear multivariate diffusions. Statistics and Computing 2006, 16(4), 323-338.
- Golightly, A. and Wilkinson, D.J. Bayesian sequential inference for stochastic kinetic biochemical network models. Journal of Computational Biology 2006, 13(3), 838-851.
- Golightly A; Wilkinson DJ. Bayesian inference for stochastic kinetic models using a diffusion approximation. Biometrics 2005, 61(3), 781-894.
Esteem Indicators
Royal Statistical Society Research Prize 2009
Memberships
Member of the Royal Statistical Society
Undergraduate Teaching
MAS3312/4312 Stochastic Financial Modelling
MAS3314/4314 Multivariate Statistics
Postgraduate Teaching
Newcastle & Durham Graduate Course January 2007 & 2008