3 citations · 3 across the 3 of their papers we have counts for
3 papers
stat.AP2014
A Bayesian Particle Filtering Method For Brain Source Localisation
Xi Chen, Simo Särkkä, Simon Godsill
In this paper, we explore the multiple source localisation problem in the cerebral cortex using magnetoencephalography (MEG) data. We model neural currents as point-wise dipolar so…
stat.CO2014★ 3 cited
Approximations of the Optimal Importance Density using Gaussian Particle Flow Importance Sampling
Pete Bunch, Simon Godsill
Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters base…
q-fin.ST2010
Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation
Gareth W. Peters, Balakrishnan B. Kannan, Ben Lasscock +2
We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of…