| Publication | Date of Publication | Type |
|---|
An adaptive and scalable multi-object tracker based on the non-homogeneous Poisson process
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Point process simulation of generalised hyperbolic Lévy processes
Statistics and Computing | 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
IEEE Transactions on Signal Processing | 2022-09-23 | Paper |
Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral
Statistics and Computing | 2022-01-14 | Paper |
Nonasymptotic Gaussian Approximation for Inference With Stable Noise
IEEE Transactions on Information Theory | 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
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
Bayesian Compressive Sensing Approaches for Direction of Arrival Estimation With Mutual Coupling Effects
IEEE Transactions on Antennas and Propagation | 2018-09-14 | Paper |
Particle Smoothing Algorithms for Variable Rate Models
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
On-line Bayesian estimation of signals in symmetric /spl alpha/-stable noise
IEEE Transactions on Signal Processing | 2017-10-30 | Paper |
A correction note for price dynamics in a Markovian limit order market
SIAM Journal on Financial Mathematics | 2016-05-20 | Paper |
Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation
Bayesian Analysis | 2016-02-08 | Paper |
Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation
Bayesian Analysis | 2016-02-08 | Paper |
Introduction to compressed sensing and sparse filtering
Compressed Sensing & Sparse Filtering | 2015-07-23 | Paper |
Structured sparse Bayesian modelling for audio restoration
Compressed Sensing & Sparse Filtering | 2015-07-23 | Paper |
Rebuilding the limit order book: sequential Bayesian inference on hidden states
Quantitative Finance | 2014-01-23 | Paper |
The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking
Automatica | 2013-08-28 | Paper |
Marginal maximum a posteriori estimation using Markov chain Monte Carlo
Statistics and Computing | 2012-09-23 | Paper |
The shifted inverse-gamma model for noise-floor estimation in archived audio recordings
Signal Processing | 2010-09-24 | Paper |
Video tracking using dual-tree wavelet polar matching and Rao-Blackwellised particle filter
EURASIP Journal on Advances in Signal Processing | 2010-07-26 | Paper |
Particle filters for continuous-time jump models in tracking applications
ESAIM: Proceedings | 2007-11-20 | Paper |
Independent Component Analysis and Blind Signal Separation
Lecture Notes in Computer Science | 2007-02-12 | Paper |
Monte Carlo Smoothing for Nonlinear Time Series
Journal of the American Statistical Association | 2006-06-26 | Paper |
Efficient alternatives to the Ephraim and Malah suppression rule for audio signal enhancement
EURASIP Journal on Applied Signal Processing | 2005-05-03 | Paper |
Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2004-09-24 | Paper |
| scientific article; zbMATH DE number 1522703 (Why is no real title available?) | 2002-05-23 | Paper |
Maximum a posteriori sequence estimation using Monte Carlo particle filters
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
| scientific article; zbMATH DE number 1666090 (Why is no real title available?) | 2001-10-23 | Paper |
MCMC methods for restoration of nonlinearly distorted autoregressive signals.
Signal Processing | 2001-08-20 | Paper |
| scientific article; zbMATH DE number 1522727 (Why is no real title available?) | 2000-10-30 | Paper |
| scientific article; zbMATH DE number 1233799 (Why is no real title available?) | 1998-12-18 | Paper |
Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes
International Statistical Review | 1997-10-28 | Paper |
