Simon Godsill | DeepAI

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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...

0 Yaman Kındap, et al. ∙

∙ 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...

0 Qing Li, et al. ∙

∙ 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...

0 Marcos Tapia Costa, et al. ∙

∙ 03/26/2023

Driver Profiling and Bayesian Workload Estimation Using Naturalistic Peripheral Detection Study Data

Monitoring drivers' mental workload facilitates initiating and maintaini...

0 Nermin Caber, et al. ∙

∙ 03/18/2023

Point process simulation of generalised hyperbolic Lévy processes

Generalised hyperbolic (GH) processes are a class of stochastic processe...

0 Yaman Kındap, et al. ∙

∙ 09/07/2022

Non-Gaussian Process Regression

Standard GPs offer a flexible modelling tool for well-behaved processes....

17 Yaman Kındap, et al. ∙

∙ 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 ...

0 Simon Godsill, et al. ∙

∙ 07/22/2020

Autonomous Tracking and State Estimation with Generalised Group Lasso

We address the problem of autonomous tracking and state estimation for m...

0 Rui Gao, et al. ∙

∙ 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...

0 Nobutaka Ito, et al. ∙

∙ 12/28/2019

The Lévy State Space Model

In this paper we introduce a new class of state space models based on sh...

0 Simon Godsill, et al. ∙

∙ 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...

0 Marina Riabiz, et al. ∙

∙ 04/14/2016

Unsupervised Nonlinear Spectral Unmixing based on a Multilinear Mixing Model

In the community of remote sensing, nonlinear mixing models have recentl...

0 Qi Wei, et al. ∙

∙ 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...

0 Qi Wei, et al. ∙

∙ 03/29/2016

Multi-Band Image Fusion Based on Spectral Unmixing

This paper presents a multi-band image fusion algorithm based on unsuper...

0 Qi Wei, et al. ∙

∙ 09/21/2015

A Bayesian Compressed Sensing Kalman Filter for Direction of Arrival Estimation

In this paper, we look to address the problem of estimating the dynamic ...

0 Matthew Hawes, et al. ∙

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