People

Dr Nigel Newton

Reader
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

Information Theory and Information Geometry

I am interested in connections between information theory and statistical mechanics; in particular in the way information flows between interacting systems. This has strong connections with nonlinear filtering and stochastic control. Information geometry provides a natural framework in which to set many of these ideas.

Teaching and supervision

  • Mathematics for Computing (CE141)

Publications

Journal articles (24)

Newton, NJ., (2018). Manifolds of Differentiable Densities. ESAIM: Probability and Statistics. 22, 19-34

Newton, NJ., (2016). Infinite-dimensional statistical manifolds based on a balanced chart. Bernoulli. 22 (2), 711-731

Newton, NJ., (2015). Information geometric nonlinear filtering. Infinite Dimensional Analysis, Quantum Probability and Related Topics. 18 (02), creators-Newton=3ANigel_J=3A=3A

Newton, NJ., (2015). Information geometric nonlinear filtering. Infinite Dimensional Analysis, Quantum Probability and Related Topics. 18 (02), 1550014-1550014

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), creators-Newton=3ANigel_J=3A=3A

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), 042119-

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), creators-Newton=3ANigel_J=3A=3A

Newton, NJ., (2012). An infinite-dimensional statistical manifold modelled on Hilbert space. Journal of Functional Analysis. 263 (6), 1661-1681

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), P11008-P11008

Newton, NJ. and Mitter, SK., (2010). Variational Bayes and a Problem of Reliable Communication I: Finite Systems. Communications in Information and Systems. 10 (3), 155-182

Newton, NJ., (2008). Interactive Statistical Mechanics and Nonlinear Filtering. Journal of Statistical Physics. 133 (4), 711-737

Newton, NJ., (2007). Dual Nonlinear Filters and Entropy Production. SIAM Journal on Control and Optimization. 46 (5), 1637-1663

Newton, NJ., (2006). Dual Kalman–Bucy Filters and Interactive Entropy Production. SIAM Journal on Control and Optimization. 45 (3), 998-1016

Mitter, SK. and Newton, NJ., (2005). Information and Entropy Flow in the Kalman?Bucy Filter. Journal of Statistical Physics. 118 (1-2), 145-176

Mitter, SK. and Newton, NJ., (2003). A Variational Approach to Nonlinear Estimation. SIAM Journal on Control and Optimization. 42 (5), 1813-1833

Newton, NJ., (2002). Data synchronization and noisy environments. IEEE Transactions on Information Theory. 48 (8), 2253-2262

Newton, NJ., (2001). Approximations for Nonlinear Filters based on Quantisation. Monte Carlo Methods and Applications. 7 (3-4), 311-320

Newton, NJ., (2000). Observation sampling and quantisation for continuous-time estimators. Stochastic Processes and their Applications. 87 (2), 311-337

Newton, NJ., (2000). Observations Preprocessing and Quantization for Nonlinear Filters. SIAM Journal on Control and Optimization. 38 (2), 482-502

Newton, NJ. and Schill, DW., (1996). Nonlinear methods for frame alignment. Electronics Letters. 32 (6), 523-523

Newton, NJ., (1994). Variance Reduction for Simulated Diffusions. SIAM Journal on Applied Mathematics. 54 (6), 1780-1805

Newton, NJ., (1991). Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations. SIAM Journal on Applied Mathematics. 51 (2), 542-567

Newton, NJ., (1990). An efficient approximation for stochastic differential equations on the partition of symmetrical first-passage times. Stochastics and Stochastics Reports. 29 (2), 227-258

Newton, NJ., (1986). An asymptotically efficient difference formula for solving stochastic differential equations. Stochastics. 19 (3), 175-206

Book chapters (3)

Newton, NJ., (2011). Dual filters, path estimators and information. In: The Oxford Handbook of Nonlinear Filtering. Editors: Crisan, D. and Rosovskii, B., . OUP Oxford. 471- 499. 0199532907. 9780199532902

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

Conferences (6)

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

Sandberg, H., Delvenne, J-C., Newton, NJ. and Mitter, SK., (2014). Thermodynamic costs in implementing Kalman-Bucy filters

Newton, NJ., (2013). Infinite-Dimensional Manifolds of Finite-Entropy Probability Measures

Newton, NJ., (1996). Variance reduced Monte Carlo methods for PDEs

Newton, NJ., (1996). Numerical methods for stochastic differential equations

Newton, NJ., (1986). Asymptotically Optimal Discrete Approximations for Stochastic Differential Equations.

Contact

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

Location:

1NW.4.20, Colchester Campus

Academic support hours:

P/T