Publications and Talks

Statistics and Probability:

  • Perez, I. and Kypraios, T. (2019) Scalable Bayesian inference for population Markov jump processes, under review. [Link1]
  • Perez, I. and Casale, G. (2018) Variational inequalities and mean-field approximations for partially observed systems of queueing networks, under review. [Link1]
  • Perez, I., Hodge, D. and Kypraios, T. (2017) Auxiliary variables for Bayesian inference in multi-class queueing networks, Statistics and Computing. [Link 1, Link2, Link 3]
  • Perez, I., Hodge, D. and Le, H. (2016) Markov decision process algorithms for wealth allocation problems with defaultable bonds, Advances in Applied Probability, 48 (2), 392–405. [Link 1, Link 2, Link 3]
  • Perez, I. and Le, H. (2015) Time-randomized stopping problems for a family of utility functions, SIAM Journal on Control and Optimization, 53 (3), 1328-1345. [Link 1, Link 2]

Computer Science:

  • Zhu, L., Casale, G. and Perez, I. (2019) Fluid Approximation of Closed Queueing Networks with Discriminatory Processor Sharing, Under review.
  • Perez, I., Brown, M., Pinchin, J., Martindale, S., Sharples, S., Shaw, D. and Blakey, J. (2016) Out of Hours workload management: Bayesian inference for decision support in secondary care, Artificial Intelligence in Medicine, 73, 34-44. [Link 1, Link 2]
  • Perez, I., Pinchin, J., Brown, M., Blum, J. and Sharples, S. (2016) Unsupervised labelling of sequential data for location identification in indoor environments, Expert Systems with Applications, 61, 386–393. [Link 1, Link 2]

Engineering and Interdisciplinary:

  • Martindale, S., Golightly, D., Pinchin, J., Shaw, D., Blakey, J., Perez, I. and Sharples, S. (2019) An interview analysis of coordination behaviours in Out-of-Hours secondary care, Applied Ergonomics, 89.
  • Pinchin, J., Perez, I. and Sharples, S. (2017) The geometry of place and activity, Proceedings of the ION 2017 Pacific PNT Meeting, Honolulu, Hawaii, USA. [Link 1]
  • Pinchin, J., Byrne, M., Perez, I., Ward, A., Aldred, D. and Sharples, S. (2017) Understanding visitors and their movements from WiFi, Proceedings of the ION 2017 Pacific PNT Meeting, Honolulu, Hawaii, USA. To appear. [Link 1]
  • Perez, I., Brown, M., Pinchin, J., Martindale, S., Sharples, S., Shaw, D. and Blakey, J. (2016) Informatics in Out of Hours Service Delivery: Methods and Applications to Inform Health Care Policy and Management, Data for Policy 2016, Cambridge, UK. [Link 1]

PhD Thesis and Research Reports:

  • Perez, I., Chan, L., Torres Torres, M., Goulding, J. and Kypraios, T. (2018) On Bayesian inferential tasks with infinite-state jump processes: efficient data augmentation. [Link]
  • Perez, I. (2014) Results in stochastic control: Optimal prediction problems and Markov decision processes, PhD Thesis, School of Mathematical Sciences, University of Nottingham. [Link]

Talks:

2018:
Novel approaches to efficiently augment a Markov Jump process for exact Bayesian Inference, Seminar at the Algorithms & Computationally Intensive Inference series, Department of Statistics, University of Warwick, Coventry, UK.
Approximate Uncertainty Quantification with Jump Processes; and applications, Seminar series in computational mathematics at DeustoTech, University of Deusto, Bilbao, the Basque Country.
Approximate Uncertainty Quantification with Jump Processes, seminar at the Department of Mathematics, Indian Institute of Technology Bombay, Mumbai, India.
Bayesian inference with queueing networks, seminar at the Industrial Engineering and Operations Research Department, Indian Institute of Technology Bombay, Mumbai, India.
2017:
MCMC methods for inference in multi-class queueing networks, Seminar at the Department of Computing, Imperial College London, London, UK.
The Geometry of Place and Activity, ION 2017 Pacific PNT Meeting, Waikiki Beach Marriot Resort, Honolulu, Hawaii, USA.
2016:
Informatics in Out of Hours Service Delivery: Methods and Applications to Inform Health Care Policy and Management, 2016th Data for Policy, University of Cambridge, Cambridge, UK.
2015:
Time-Randomized Prediction Problems for a Family of Utility Functions, Probability Seminar at the School of Mathematics, University of Manchester, Manchester, UK.
2014:
MDP algorithms for wealth allocation problems with defaultable bonds, 37th Annual Research Students’ Conference in Probability and Statistics, University of Nottingham, Nottingham, UK.
2013:
Staircase Stopping Boundaries for an Ultimate Maximum Problem over Random Horizons, LMS-EPSRC Common Themes in Financial and Actuarial Mathematics, University of Liverpool, Liverpool, UK.
Selling a Stock over Random Horizons, 36th Annual Research Students’ Conference in Probability and Statistics, University of Lancaster, Lancaster, UK.