Simon Godsill

How Can Subsampling Reduce Complexity in Sequential MCMC Methods and Deal with Big Data in Target Tracking?

2015 · arXiv (Cornell University)

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 when there is a large number of measurements …

On Destination Prediction Based on Markov Bridging Distributions

2019 · IEEE Signal Processing Letters

This letter presents an alternative, more consistent, construction for bridging distributions, which enables inferring the destination of a tracked object from the available partial sensory observations. Two algorithms are then introduced to sequentially estimate the …