1. Automating and evaluating reversible jump MCMC proposal distributions
   Y. Fan, G. W. Peters and S. A. Sisson
2. MAP estimation in linear models with a random gaussian model matrix: Algorithms and complexity
   I. Nevat, G. W. Peters and J. Yuan
3. Dynamic operational risk: Modelling dependence and combining different sources of information
   G. W. Peters, P. Shevchenko, M. Wuthrich
4. Stochastic approximation and conditional path sampling transdimensional MCMC for channel estimation in OFDM Systems with unknown power delay profile
   G. W. Peters, I. Nevat and J. Yuan
5. On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
   G. W. Peters, Y. Fan and S. A. Sisson.
6. Design efficiency for "likelihood free" sequential Monte Carlo samplers
   G. W. Peters, Y. Fan and S. A. Sisson
7. Hedging of credit default swaptions in a hazard process model
   T. R. Bielecki, M. Jeanblanc and M. Rutkowski
8. Valuation of credit default swaptions and credit default index swaptions
   M. Rutkowski and A. Armstrong
9. Edgeworth Expansion for the Kernel Quantile Estimator
   Y. Maesono and S. Penev
10. Estimation of Maximal Reliability of Multiple-Component Measuring Instruments in Multilevel Designs
    T. Raykov and S. Penev
11. Shape-restricted inference for Lorenz curves using duality theory
    D. Dentcheva and S. Penev
12. Testing Multivariate Mean Collinearity Via Latent Variable Modeling: A Note on Potential for Enhanced Power in Group Mean Difference Analyses
    T. Raykov and S. Penev
13. Existence of generalized Bhaskar Rao designs with k=3, Discrete Math (2008) doi:10.1016/j.disc.2008.12.003 in press
    R.J.R. Abel, D. Combe and W.D. Palmer
14. An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise
    G. Fabbri and B. Goldys
15. Beale-Kato-Majda type condition for Burgers equation
    B. Goldys and M. Neklyudov
16. Presence only data, logistic regression and Poisson point processes
    D.I. Warton and L. Shepherd