Lévy state-space models for tracking and intent prediction of highly maneuverable objects

R Gan, BI Ahmad, SJ Godsill - IEEE Transactions on Aerospace …, 2021‏ - ieeexplore.ieee.org
In this article, we present a Bayesian framework for maneuvering object tracking and intent
prediction using novel α-stable Lévy state-space models, expressed in continuous time as …

Modelling impulsive noise in indoor powerline communication systems

O Karakuş, EE Kuruoğlu, MA Altınkaya - Signal, image and video …, 2020‏ - Springer
Powerline communication (PLC) is an emerging technology that has an important role in
smart grid systems. Due to making use of existing transmission lines for communication …

Point process simulation of generalised hyperbolic Lévy processes

Y Kındap, S Godsill - Statistics and Computing, 2024‏ - Springer
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 …

Bayesian inference for amplitude distribution with application to radar clutter

M Teimouri, SM Hoseini, MS Greco - Digital Signal Processing, 2024‏ - Elsevier
The performance of telecommunication systems is significantly subject to scattered signals
superposed at the receivers. Notably, if the superposed scattered signals are impulsive in …

The Lévy state space model

S Godsill, M Riabiz… - 2019 53rd Asilomar …, 2019‏ - ieeexplore.ieee.org
In this paper we introduce a new class of state space models based on shot-noise
simulation representations of nonGaussian Lévy-driven linear systems, represented as …

[PDF][PDF] Bibliography on stable distributions, processes and related topics

J Nolan - Technical Report, 2010‏ - edspace.american.edu
The following sections are a start on organizing references on stable distributions by topic. It
is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …

Numerical aspects of shot noise representation of infinitely divisible laws and related processes

S Yuan, R Kawai - Probability Surveys, 2021‏ - projecteuclid.org
The ever-growing appearance of infinitely divisible laws and related processes in various
areas, such as physics, mathematical biology, finance and economics, has fuelled an …

Posterior inference on shallow infinitely wide Bayesian neural networks under weights with unbounded variance

J Loría, A Bhadra - arxiv preprint arxiv:2305.10664, 2023‏ - arxiv.org
From the classical and influential works of Neal (1996), it is known that the infinite width
scaling limit of a Bayesian neural network with one hidden layer is a Gaussian process …

Particle Gibbs for likelihood-free inference of stochastic volatility models

Z Hou, SWK Wong - Statistics and Computing, 2025‏ - Springer
Stochastic volatility models (SVMs) are widely used in finance and econometrics for
analyzing and interpreting volatility. Real financial data are often observed to have heavy …

Nonasymptotic Gaussian approximation for inference with stable noise

M Riabiz, T Ardeshiri, I Kontoyiannis… - IEEE Transactions on …, 2020‏ - ieeexplore.ieee.org
The results of a series of theoretical studies are reported, examining the convergence rate
for different approximate representations of α-stable distributions. Although they play a key …