I’m pleased to announce that I have a forthcoming book, “Bayesian Computational Methods for Statistical Signal Processing“, written with my colleagues, Prof. Simon Godsill and Dr. Pete Bunch. It will be published by CRC Press (an imprint of Taylor & Francis) sometime in early 2016. The book will cover modern statistical signal processing from a Bayesian perspective, from introductory material to advanced topics. A large part of the focus is on Monte Carlo methods including sequential Monte Carlo (particle filtering and SMC samplers, including parameter estimation) and Markov chain Monte Carlo. It will also contain material on Bayesian nonparametrics, Particle MCMC and approximate methods (such as Laplace approximations, variational methods and expectation propagation). I will update this page with a link and cover photograph as soon as they are available.