James Murphy

Publications

I am currently working to get all of these papers and reports on line, along with a little bit of context for each one.

My Google Scholar page is here (it has links to most of these publications).

Books

Bayesian Computational Methods for Statistical Signal Processing (2015), CRC Press (Taylor & Francis), with SJ Godsill and P Bunch, in preparation

Journal Papers

Bayesian Intent Inference in Object Tracking Using Bridging Distributions (2015), with BI Ahmad, PM Langdon and SJ Godsill, submitted

Bayesian Parameter Estimation for Linear Jump-Diffusion Systems (2015), with SJ Godsill, in preparation

Bayesian Learning of Structured Linear Gaussian State Space Models using Markov Chain Monte Carlo (2015), with P Bunch and SJ Godsill, submitted

Blocked Particle Gibbs Schemes for High Dimensional Interacting Systems (2015), Journal of Selected Topics in Signal Processing, with SJ Godsill, at 2nd review

Intent Inference for Hand Pointing Gesture Based Interactions in Vehicles (2014), IEEE Transactions on Cybernetics, with BI Ahmed, PM Langdon, SJ Godsill, R Hardy and L Skrypchuk, accepted

Forecasting High-Frequency Futures Returns using Online Langevin Dynamics (2012), Journal of Selected Topics in Signal Processing 6(4) 366-380, with HL Christensen and SJ Godsill

Risk Profiling Defined Benefit Pension Schemes (2009), Journal of Portfolio Management 35(4) 76-93, with MAH Dempster, M Germano, EA Medova, D Ryan and F Sandrini

Individual Asset Liability Management (2008), Quantitative Finance 8(6) 547-560, with EA Medova, AP Owen and K Rehman

Modelling the Response of Vascular Tumours to Chemotherapy: A Multiscale Approach (2006), Mathematical Models and Methods in Applied Sciences, 16(7S) 1219-1241, with HM Byrne, MR Owen, T Alarcon and PK Maini

Conference Papers

Tracking Changes in Functional Connectivity of Brain Networks from Resting-State fMRI using Particle Filters (2015), ICASSP Signal Processing Conference, Brisbane, with MF Ahmad, D Vatansever, EA Stamatakis and SJ Godsill

Efficient Filtering and Sampling for a Class of Time-Varying Linear Systems (2015), ICASSP Signal Processing Conference, Brisbane, with SJ Godsill

Bayesian Parameter Estimation of Jump-Langevin Systems for Trend following in Finance (2015), ICASSP Signal Processing Conference, Brisbane, with SJ Godsill

Destination Inference using Bridging Distributions (2015), ICASSP Signal Processing Conference, Brisbane, with BI Ahmad, PM Langdon, R Hardy and SJ Godsill

Filtering Perturbed In-Vehicle Pointing Gesture Trajectories: Improving the Reliability of Intent Inference (2014), Machine Learning in Signal Processing (MLSP), Reims, with BI Ahmed, PM Langdon and SJ Godsill

Road Assisted Multiple Target Tracking in Clutter, FUSION Data Fusion Conference (2014), Salamanca, with SJ Godsill

Bayesian Target Prediction from Partial Finger Tracks: Aiding Interactive Displays in Vehicles, FUSION Data Fusion Conference (2014), Salamanca, with BI Ahmad, PM Langdon and SJ Godsill

Simultaneous Localization and Mapping for Non-Parametric Potential Field Environments (2012), IEEE Sensor Data Fusion Workshop, Bonn, with SJ Godsill

Structure Inference for Networks with General Non-Parametric Inter-Object Relationships (2012), FUSION Data Fusion Conference, Singapore, with SJ Godsill

Joint Bayesian Removal of Background and Impulse Noise (2011), ICASSP Signal Processing Conference, Prague, with S J Godsill

Book Chapters and Technical Reports

Structured Sparse Bayesian Modelling for Audio Restoration (2014) in chapter in Compressed Sensing and Sparse Filtering, A Carmi,L Mihaylova, and S Godsill (Eds.), 423-453, Springer

Benders, nested Benders and stochastic programming: An intuitive introduction (2013) (Cambridge University Department of Engineering technical report CUED/F-INFENG/TR.675)

Theses, dissertations, etc.

Hidden States, Hidden Structures: Bayesian Learning in Time Series Models (2013), (PhD Thesis)

Bayesian time series models for high-frequency finance (2010), (PhD first year report)

Clustering methods for haplotype data (2004) (MSc project)

Visual simulation of smoke (2003) (BA project)