Person:360997

Available identifiers

zbMath Open godsill.simon-jMaRDI QIDQ360997

List of research outcomes

Publication	Date of Publication	Type
An adaptive and scalable multi-object tracker based on the non-homogeneous Poisson process	2024-09-12	Paper
Point process simulation of generalised hyperbolic Lévy processes	2024-02-06	Paper
Generalised shot noise representations of stochastic systems driven by non-Gaussian L\'evy processes	2023-05-10	Paper
Sequential Inference Methods for Non-Homogeneous Poisson Processes With State-Space Prior	2022-09-23	Paper
Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral	2022-01-14	Paper
Nonasymptotic Gaussian Approximation for Inference With Stable Noise	2020-09-29	Paper
The L\'evy State Space Model	2019-12-28	Paper
Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo	2019-02-08	Paper
Bayesian Compressive Sensing Approaches for Direction of Arrival Estimation With Mutual Coupling Effects	2018-09-14	Paper
Particle Smoothing Algorithms for Variable Rate Models	2018-08-22	Paper
On-line Bayesian estimation of signals in symmetric /spl alpha/-stable noise	2017-10-30	Paper
A Correction Note for Price Dynamics in a Markovian Limit Order Market	2016-05-20	Paper
Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation	2016-02-08	Paper
Introduction to Compressed Sensing and Sparse Filtering	2015-07-23	Paper
Structured Sparse Bayesian Modelling for Audio Restoration	2015-07-23	Paper
Rebuilding the limit order book: sequential Bayesian inference on hidden states	2014-01-23	Paper
The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking	2013-08-28	Paper
The shifted inverse-gamma model for noise-floor estimation in archived audio recordings	2010-09-24	Paper
Video tracking using dual-tree wavelet polar matching and Rao-Blackwellised particle filter	2010-07-26	Paper
Particle filters for continuous-time jump models in tracking applications	2007-11-20	Paper
Independent Component Analysis and Blind Signal Separation	2007-02-12	Paper
Monte Carlo Smoothing for Nonlinear Time Series	2006-06-26	Paper
Efficient alternatives to the Ephraim and Malah suppression rule for audio signal enhancement	2005-05-03	Paper
Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation	2004-09-24	Paper
https://portal.mardi4nfdi.de/entity/Q4510972	2002-05-23	Paper
Maximum a posteriori sequence estimation using Monte Carlo particle filters	2002-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q2753029	2001-10-23	Paper
MCMC methods for restoration of nonlinearly distorted autoregressive signals.	2001-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4510998	2000-10-30	Paper
https://portal.mardi4nfdi.de/entity/Q4223192	1998-12-18	Paper
Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes	1997-10-28	Paper

Research outcomes over time

This page was built for person: Simon J. Godsill