66 citations · 173 across the 11 of their papers we have counts for
6 papers · 1 filter
A Bayesian Compressed Sensing Kalman Filter for Direction of Arrival Estimation
Matthew Hawes, Lyudmila Mihaylova, Francois Septier +1
In this paper, we look to address the problem of estimating the dynamic direction of arrival (DOA) of a narrowband signal impinging on a sensor array from the far field. The initia…
How Can Subsampling Reduce Complexity in Sequential MCMC Methods and Deal with Big Data in Target Tracking?
Allan De Freitas, François Septier, Lyudmila Mihaylova +1
Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is whe…
New Perspectives on Multiple Source Localization in Wireless Sensor Networks
Thi Le Thu Nguyen, Francois Septier, Harizo Rajaona +3
In this paper we address the challenging problem of multiple source localization in Wireless Sensor Networks (WSN). We develop an efficient statistical algorithm, based on the nove…
SMC-ABC methods for the estimation of stochastic simulation models of the limit order book
Gareth W. Peters, Efstathios Panayi, Francois Septier
In this paper we consider classes of models that have been recently developed for quantitative finance that involve modelling a highly complex multivariate, multi-attribute stochas…
Efficient Sequential Monte-Carlo Samplers for Bayesian Inference
Thi Le Thu Nguyen, Francois Septier, Gareth W. Peters +1
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkab…
Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces
Francois Septier, Gareth W. Peters
Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation…