144 citations · 430 across the 22 of their papers we have counts for
6 papers · 1 filter
Generalised Hyperbolic State-space Models for Inference in Dynamic Systems
Yaman Kındap, Simon Godsill
In this work we study linear vector stochastic differential equation (SDE) models driven by the generalised hyperbolic (GH) Lévy process for inference in continuous-time non-Gaussi…
Consensus-based Distributed Variational Multi-object Tracker in Multi-Sensor Network
Qing Li, Runze Gan, Simon Godsill
The growing need for accurate and reliable tracking systems has driven significant progress in sensor fusion and object tracking techniques. In this paper, we design two variationa…
Variational Tracking and Redetection for Closely-spaced Objects in Heavy Clutter: Supplementary Materials
Runze Gan, Qing Li, Simon Godsill
The non-homogeneous Poisson process (NHPP) is a widely used measurement model that allows for an object to generate multiple measurements over time. However, it can be difficult to…
Generalised shot noise representations of stochastic systems driven by non-Gaussian Lévy processes
Marcos Tapia Costa, Ioannis Kontoyiannis, Simon Godsill
We consider the problem of obtaining effective representations for the solutions of linear, vector-valued stochastic differential equations (SDEs) driven by non-Gaussian pure-jump…
Point process simulation of generalised hyperbolic Lévy processes
Yaman Kindap, Simon Godsill
Generalised hyperbolic (GH) processes are a class of stochastic processes that are used to model the dynamics of a wide range of complex systems that exhibit heavy-tailed behavior,…
Driver Profiling and Bayesian Workload Estimation Using Naturalistic Peripheral Detection Study Data
Nermin Caber, Bashar I. Ahmad, Jiaming Liang +5
Monitoring drivers' mental workload facilitates initiating and maintaining safe interactions with in-vehicle information systems, and thus delivers adaptive human machine interacti…