Concepedia

Nigel J. Newton

NJ

Statistics

Publications

12

Citations

557

H-Index

10

Active since

1986

Affiliations

University of Essex(Current)

Massachusetts Institute of Technology

Decision Systems (United States)

Nigel J. Newton is an author at University of Essex specializing in stochastic processes, mathematics, and engineering.

Publications per year

1986–2018

12

Publications

12

Variance Reduction for Simulated Diffusions

Nigel J. Newton · SIAM Journal on Applied Mathematics · 1994 · 94 citations

Engineering, Physics, Computational Physics +16

Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations

Nigel J. Newton · SIAM Journal on Applied Mathematics · 1991 · 91 citations

Engineering, Computational Engineering, Stochastic Modeling +12

Information and Entropy Flow in the Kalman?Bucy Filter

Sanjoy K. Mitter, Nigel J. Newton · Journal of Statistical Physics · 2005 · 88 citations

Engineering, Mathematics, Information Theory +11

A Variational Approach to Nonlinear Estimation

Sanjoy K. Mitter, Nigel J. Newton · SIAM Journal on Control and Optimization · 2003 · 87 citations

Engineering, Mathematics, Information Theory +16

An infinite-dimensional statistical manifold modelled on Hilbert space

Nigel J. Newton · Journal of Functional Analysis · 2012 · 53 citations

Natural Sciences, Mathematics, Physics +10

1–5 of 12