A. Brockwell

Most-cited papers

1. Recursive bayesian decoding of motor cortical signals by particle filtering.

   A. Brockwell, Alex Rojas, R. Kass

   2004Journal of Neurophysiology268 citations

   Semantic Scholar

   Save

2. Storage device performance prediction with CART models

   Mengzhi Wang, Kin-Man Au, A. Ailamaki, A. Brockwell +2 more

   2004The IEEE Computer Society's 12th Annual International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems, 2004. (MASCOTS 2004). Proceedings.173 citations Open access

   Semantic Scholar

   Save

3. Parallel Markov chain Monte Carlo Simulation by Pre-Fetching

   A. Brockwell

   2006141 citations Open access

   Semantic Scholar

   Save

4. Adaptive, Hands-Off Stream Mining

   S. Papadimitriou, A. Brockwell, C. Faloutsos

   2003Very Large Data Bases Conference141 citations Open access

   Semantic Scholar

   Save

5. Identification of Regeneration Times in MCMC Simulation, With Application to Adaptive Schemes

   A. Brockwell, J. Kadane

   200598 citations Open access

   Semantic Scholar

   Save

6. Universal Residuals: A Multivariate Transformation.

   A. Brockwell

   2007Statistics and Probability Letters93 citations Open access

   Semantic Scholar

   Save

7. A Gridding Method for Bayesian Sequential Decision Problems

   A. Brockwell, J. Kadane

   200369 citations

   Semantic Scholar

   Save

8. A threshold autoregressive model for wholesale electricity prices

   B. Ricky Rambharat, A. Brockwell, Duane Seppi

   200361 citations Open access

   Semantic Scholar

   Save

9. Sequentially interacting Markov chain Monte Carlo methods

   A. Brockwell, P. Del Moral, A. Doucet

   201058 citations Open access

   Semantic Scholar

   Save

10. Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series

    M. Șerban, A. Brockwell, J. Lehoczky, Sanjay Srivastava

    200752 citations

    Semantic Scholar

    Save

11. Sequential Monte Carlo Pricing of American-Style Options under Stochastic Volatility Models

    B. R. Rambharat, A. Brockwell

    201037 citations Open access

    Semantic Scholar

    Save

12. Adaptive, unsupervised stream mining

    S. Papadimitriou, A. Brockwell, C. Faloutsos

    2004The VLDB journal34 citations

    Semantic Scholar

    Save

13. Statistical Signal Processing and the Motor Cortex

    A. Brockwell, R. Kass, A. Schwartz

    2007Proceedings of the IEEE32 citations Open access

    Semantic Scholar

    Save

14. A Dynamic Supply-Demand Model for Electricity Prices

    Manuela Buzoianu, A. Brockwell, Duane Seppi

    200529 citations

    Semantic Scholar

    Save

15. Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models

    A. Brockwell

    200726 citations

    Semantic Scholar

    Save

16. Statistical Performance Evaluation of Biometric Authentication Systems Using Random Effects Models

    Sinjini Mitra, M. Savvides, A. Brockwell

    2007IEEE Transactions on Pattern Analysis and Machine Intelligence24 citations

    Semantic Scholar

    Save

17. A Class of Non‐Embeddable ARMA Processes

    A. Brockwell, P. Brockwell

    199922 citations

    Semantic Scholar

    Save

18. AWSOM : Adaptive , Hands-Off Stream Mining

    S. Papadimitriou, A. Brockwell, C. Faloutsos

    200320 citations

    Semantic Scholar

    Save

19. Stability of an Adaptive Regulator for Partially Known Nonlinear Stochastic Systems

    A. Brockwell, K. Borovkov, R. Evans

    199910 citations

    Semantic Scholar

    Save

20. Long‐memory dynamic Tobit models

    A. Brockwell, N. Chan

    20069 citations Open access

    Semantic Scholar

    Save

21. Adaptive Control of Nonlinear Stochastic Systems by Particle Filtering

    A. Greenfield, A. Brockwell

    20032003 4th International Conference on Control and Automation Proceedings9 citations

    Semantic Scholar

    Save

22. State‐space models for optical imaging

    Kary L. Myers, A. Brockwell, W. Eddy

    2007Statistics in Medicine8 citations Open access

    Semantic Scholar

    Save

23. A Strong Law of Large Numbers for Strongly Mixing Processes

    A. Kontorovich, A. Brockwell

    20087 citations Open access

    Semantic Scholar

    Save

24. Recursive Kernel Density Estimation of the Likelihood for Generalized State-Space Models

    A. Brockwell

    20056 citations

    Semantic Scholar

    Save

25. Modeling Phase Spectra Using Gaussian Mixture Models for Human Face Identification

    Sinjini Mitra, M. Savvides, A. Brockwell

    2005International Conference on Advances in Pattern Recognition4 citations

    Semantic Scholar

    Save

26. A Gridding Method for Sequential Analysis Problems

    A. Brockwell, J. Kadane

    20014 citations

    Semantic Scholar

    Save

27. Regulation of partially known nonlinear stochastic systems using fast identification

    A. Brockwell, Konstantin Borovkov, R. Evans

    1997Proceedings of the 36th IEEE Conference on Decision and Control4 citations

    Semantic Scholar

    Save

28. @ CMU

    Research Showcase, Cmu, A. Brockwell, N. Chan +1 more

    20153 citations

    Semantic Scholar

    Save

29. A regulator for a class of unknown continuous-time nonlinear systems

    A. Brockwell

    2001Systems & control letters (Print)3 citations

    Semantic Scholar

    Save

30. A Class of Models for Aggregated TraÆc Volume Time Series

    A. Brockwell, N. Chan

    3 citations

    Semantic Scholar

    Save

31. Correction to "Statistical Performance Evaluation of Biometric Authentication Systems Using Random Effects Models"

    Sinjini Mitra, M. Savvides, A. Brockwell

    2007IEEE Transactions on Pattern Analysis and Machine Intelligence2 citations

    Semantic Scholar

    Save

32. Improved Models for Analysis of Motor-Cortical Signals

    Alex L. Rojas, A. Brockwell, Andrew B. Scwartz

    20052 citations

    Semantic Scholar

    Save

33. Brain–Machine Interfacing and Motor Prosthetics

    A. Brockwell, M. Velliste

    20071 citations

    Semantic Scholar

    Save

34. A Class of Generalized Long-Memory Time Series Models

    A. Brockwell

    20041 citations

    Semantic Scholar

    Save

35. Dual-Sampling-Rate Moving-Horizon Control of a Class of Linear Systems with Input Saturation and Plant Uncertainty

    A. Brockwell, E. Polak, R. Evans, D. Ralph

    20031 citations

    Semantic Scholar

    Save

36. Adaptive, Hands-Off Stream Mining (CMU-CS-02-205)

    S. Papadimitriou, A. Brockwell, C. Faloutsos

    20031 citations

    Semantic Scholar

    Save

37. A Gridding Method for Solving Bayesian Sequential Decision Problems

    A. Brockwell, J. Kadane

    20021 citations

    Semantic Scholar

    Save

38. Stability of a Trajectory‐Based Control Law for an Unknown Nonlinear Non‐Minimum Phase System

    A. Brockwell, Robert Evans, I. Mareels

    20011 citations

    Semantic Scholar

    Save

39. Practical Regeneration for Markov Chain Monte Carlo Simulation

    A. Brockwell, J. Kadane

    20011 citations

    Semantic Scholar

    Save

40. Fractional Growth Portfolio Investment

    A. Brockwell

    20210 citations

    Semantic Scholar

    Save

41. Adaptive, Automatic Stream Mining

    S. Papadimitriou, A. Brockwell, C. Faloutsos

    2016Data Stream Management0 citations

    Semantic Scholar

    Save

42. Correction: Sequential Monte Carlo pricing of American-style options under stochastic volatility models

    B. R. Rambharat, A. Brockwell

    20110 citations Open access

    Semantic Scholar

    Save

43. The Role of Statistical Models in Biometric Authentication

    Sinjini Mitra, M. Savvides, A. Brockwell

    2006International Conference on Biometrics0 citations

    Semantic Scholar

    Save

44. Sequential Monte Carlo Pricing of American-Style Options under Stochastic Volatility Models

    B. R. Rambharat, A. Brockwell

    20060 citations

    Semantic Scholar

    Save

45. Filtering of Neural Signals for Mental Control of Robotic Prosthetic Devices

    A. Brockwell

    20062006 IEEE Nonlinear Statistical Signal Processing Workshop0 citations

    Semantic Scholar

    Save

46. FILTERINGOFNEURAL SIGNALSFOR MENTAL CONTROL OFROBOTICPROSTHETIC DEVICES

    A. Brockwell

    20060 citations

    Semantic Scholar

    Save

47. Devising Face Authentication System and Performance Evaluation Based on Statistical Models

    Sinjini Mitra, A. Brockwell, M. Savvides, S. Fienberg

    20050 citations

    Semantic Scholar

    Save

48. Adaptive Control of a Class of Nonlinear Stochastic Systems with Input Constraints

    A. Brockwell, K. Borovkov, R. Evans

    19980 citations

    Semantic Scholar

    Save

49. Practical Regeneration for Markov Chain Monte Carlo Simulation

    A. Brockwell, J. Kadane

    0 citations

    Semantic Scholar

    Save