People

Dr Nigel Newton

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School of Computer Science and Electronic Engineering (CSEE)
Dr Nigel Newton
  • Email

  • Telephone

    +44 (0) 1206 872932

  • Location

    1NW.4.20, Colchester Campus

  • Academic support hours

    P/T

Profile

Biography

Member of the Communication Networks Research Group (See also:staff research interests by category)

Research and professional activities

Research interests

Numerical methods for stochastic processes with application to signal processing, control engineering, economics and physics

Nonlinear filtering and stochastic control

Statistical methods in telecommunications

Peformance engineering for telecommunication networks

Teaching and supervision

  • Mathematics for Computing (CE141)

Publications

Journals (24)

Newton, NJ., (2016). Infinite-dimensional statistical manifolds based on a balanced chart. Bernoulli. 22 (2)

Newton, NJ., (2015). Information geometric nonlinear filtering. Infinite Dimensional Analysis, Quantum Probability and Related Topics. 18 (02)

Newton, NJ., (2015). Information geometric nonlinear filtering. Infinite Dimensional Analysis, Quantum Probability and Related Topics. 18 (02)

Sandberg, H., Delvenne, J., Newton, NJ. and Mitter, SK., (2014). Maximum work extraction and implementation costs for nonequilibrium Maxwell's demons. Physical Review E. 90 (4)

Sandberg, H., Delvenne, J-C., Newton, NJ. and Mitter, SK., (2014). Maximum work extraction and implementation costs for nonequilibrium Maxwell's demons. Physical Review E. 90 (4)

Newton, NJ. and Mitter, SK., (2012). Variational Bayes and a problem of reliable communication: II. Infinite systems. Journal of Statistical Mechanics: Theory and Experiment. 2012 (11)

Newton, NJ., (2012). An infinite-dimensional statistical manifold modelled on Hilbert space. Journal of Functional Analysis. 263 (6)

Newton, NJ. and Mitter, SK., (2012). Variational Bayes and a problem of reliable communication: II. Infinite systems. Journal of Statistical Mechanics: Theory and Experiment. 2012 (11)

Newton, NJ. and Mitter, SK., (2010). Variational Bayes and a Problem of Reliable Communication I: Finite Systems. Communications in Information and Systems. 10 (3)

Newton, NJ., (2008). Interactive Statistical Mechanics and Nonlinear Filtering. Journal of Statistical Physics. 133 (4)

Newton, NJ., (2007). Dual Nonlinear Filters and Entropy Production. SIAM Journal on Control and Optimization. 46 (5)

Newton, NJ., (2006). Dual Kalman–Bucy Filters and Interactive Entropy Production. SIAM Journal on Control and Optimization. 45 (3)

Mitter, SK. and Newton, NJ., (2005). Information and Entropy Flow in the Kalman?Bucy Filter. Journal of Statistical Physics. 118 (1-2)

Mitter, SK. and Newton, NJ., (2003). A Variational Approach to Nonlinear Estimation. SIAM Journal on Control and Optimization. 42 (5)

Newton, N., (2002). Data synchronization and noisy environments. IEEE Transactions on Information Theory. 48 (8)

Newton, NJ., (2001). Approximations for nonlinear filters based on quantisation. Monte Carlo Methods and Applications. 7 (3-4)

Newton, NJ., (2000). Observation sampling and quantisation for continuous-time estimators. Stochastic Processes and their Applications. 87 (2)

Newton, NJ., (2000). Observations Preprocessing and Quantization for Nonlinear Filters. SIAM Journal on Control and Optimization. 38 (2)

Newton, N. and Schill, D., (1996). Nonlinear methods for frame alignment. Electronics Letters. 32 (6)

Newton, NJ., (1994). Variance Reduction for Simulated Diffusions. SIAM Journal on Applied Mathematics. 54 (6)

Newton, NJ., (1991). Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations. SIAM Journal on Applied Mathematics. 51 (2)

Newton, NJ., (1990). An efficient approximation for stochastic differential equations on the partition of symmetrical first-passage times. Stochastics and Stochastics Reports. 29 (2)

Newton, NJ., (1986). An asymptotically efficient difference formula for solving stochastic differential equations. Stochastics. 19 (3)

Newton, NJ., Manifolds of Differentiable Densities. ESAIM: Probability and Statistics

Conferences (2)

Newton, NJ., (2013). Infinite-dimensional manifolds of finite-entropy probability measures

Newton, N. and Mitter, SK., A statistical mechanical view of nonlinear filtering

Chapters (2)

Newton, NJ., (1997). Continuous-time Monte-Carlo methods and variance reduction. In: Numerical Methods in Finance. Editors: Rogers, LCG. and Talay, D., . Cambridge University Press. 22- 42. 0521573548. 9780521573542

Newton, NJ., (1993). Making digital decisions. In: Digital transmission. Editors: Jones, E., . McGraw-Hill Companies. 0077078101. 9780077078102

Contact

njn@essex.ac.uk
+44 (0) 1206 872932

Location:

1NW.4.20, Colchester Campus

Academic support hours:

P/T