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09/20/2023
Generalised Hyperbolic State-space Models for Inference in Dynamic Systems
In this work we study linear vector stochastic differential equation (SD...
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09/02/2023
Consensus-based Distributed Variational Multi-object Tracker in Multi-Sensor Network
The growing need for accurate and reliable tracking systems has driven s...
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05/10/2023
Generalised shot noise representations of stochastic systems driven by non-Gaussian Lévy processes
We consider the problem of obtaining effective representations for the s...
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03/26/2023
Driver Profiling and Bayesian Workload Estimation Using Naturalistic Peripheral Detection Study Data
Monitoring drivers' mental workload facilitates initiating and maintaini...
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03/18/2023
Point process simulation of generalised hyperbolic Lévy processes
Generalised hyperbolic (GH) processes are a class of stochastic processe...
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09/07/2022
Non-Gaussian Process Regression
Standard GPs offer a flexible modelling tool for well-behaved processes....
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05/19/2021
Point process simulation of Generalised inverse Gaussian processes and estimation of the Jaeger Integral
In this paper novel simulation methods are provided for the Generalised ...
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07/22/2020
Autonomous Tracking and State Estimation with Generalised Group Lasso
We address the problem of autonomous tracking and state estimation for m...
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03/11/2020
A Multi-Target Track-Before-Detect Particle Filter Using Superpositional Data in Non-Gaussian Noise
In this paper, we propose a general and tractable approach to multi-targ...
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12/28/2019
The Lévy State Space Model
In this paper we introduce a new class of state space models based on sh...
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02/27/2018
Nonasymptotic Gaussian Approximation for Linear Systems with Stable Noise [Preliminary Version]
The results of a series of theoretical studies are reported, examining t...
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04/14/2016
Unsupervised Nonlinear Spectral Unmixing based on a Multilinear Mixing Model
In the community of remote sensing, nonlinear mixing models have recentl...
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04/06/2016
R-FUSE: Robust Fast Fusion of Multi-Band Images Based on Solving a Sylvester Equation
This paper proposes a robust fast multi-band image fusion method to merg...
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03/29/2016
Multi-Band Image Fusion Based on Spectral Unmixing
This paper presents a multi-band image fusion algorithm based on unsuper...
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09/21/2015