Simon J. Godsill

Available identifiers

zbMath Open godsill.simon-jMaRDI QIDQ360997

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Simon J. Godsill