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Number of items: 84.

Article

Yıldırım, S and Singh, SS and Dean, T and Jasra, A (2014) Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo. Journal of Computational and Graphical Statistics. 00-00.

Martin, JS and Jasra, A and Singh, SS and Whiteley, N and Del Moral, P and McCoy, E (2014) Approximate Bayesian Computation for Smoothing. Stochastic Analysis and Applications, 32. pp. 397-420. ISSN 0736-2994

Yildirim, S and Jiang, L and Singh, SS and Dean, TA (2014) Calibrating the Gaussian multi-target tracking model. Statistics and Computing. pp. 1-14. ISSN 0960-3174

Dean, TA and Singh, SS and Jasra, A and Peters, GW (2014) Parameter Estimation for Hidden Markov Models with Intractable Likelihoods. Scandinavian Journal of Statistics. n/a-n/a. ISSN 1467-9469

Singh, SS and Chopin, N and Whiteley, N (2013) Bayesian Learning of Noisy Markov Decision Processes. ACM Transactions on Modeling and Computer Simulation (TOMACS), 23. pp. 1-25. ISSN 1049-3301

Yildirim, S and Singh, SS and Doucet, A (2012) An Online Expectation-Maximization Algorithm for Changepoint Models. Journal of Computational and Graphical Statistics.

Kantas, N and Singh, SS and Doucet, A (2012) Distributed maximum likelihood for simultaneous self-localization and tracking in sensor networks. IEEE Transactions on Signal Processing, 60. pp. 5038-5047. ISSN 1053-587X

Yildirim, S and Singh, SS and Dean, T (2012) A Monte Carlo expectation maximisation algorithm for multiple target tracking. 15th International Conference on Information Fusion, FUSION 2012. pp. 2094-2101.

Yildinm, S and Cemgil, AT and Singh, SS (2012) An online expectation-maximisation algorithm for nonnegative matrix factorisation models. IFAC Proceedings Volumes (IFAC-PapersOnline), 16. pp. 494-499. ISSN 1474-6670

Poyiadjis, G and Doucet, A and Singh, SS (2011) Particle approximations of the score and observed information matrix in state space models with application to parameter estimation. Biometrika, 98. pp. 65-80. ISSN 1464-3510

de Villiers, JP and Godsill, SJ and Singh, SS (2011) Particle predictive control. Journal of Statistical Planning and Inference, 141. pp. 1753-1763. ISSN 0378-3758

Whiteley, NP and Singh, SS and Godsill, SJ (2010) Auxiliary particle implementation of the probability hypothesis density filter. IEEE Transactions on Aerospace and Electronic Systems, 46. pp. 1437-1454. ISSN 0018-9251

Jasra, A and Singh, SS and Martin, JS and McCoy, E (2010) Filtering via approximate Bayesian computation. Statistics and Computing. pp. 1-15. ISSN 0960-3174

Del Moral, P and Doucet, A and Singh, SS (2010) A backward particle interpretation of Feynman-Kac formulae. ESAIM: Mathematical Modelling and Numerical Analysis, 44. pp. 947-975. ISSN 0764-583X

Singh, SS (2009) TRACKING OF MULTIPLE MERGING AND SPLITTING TARGETS: A STATISTICAL PERSPECTIVE COMMENTARY. STAT SINICA, 19. pp. 41-43. ISSN 1017-0405

Kantas, N and Doucet, A and Singh, SS and MacIejowski, JM (2009) An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models. IFAC Proceedings Volumes (IFAC-PapersOnline), 15. pp. 774-785. ISSN 1474-6670

Singh, SS and Vo, B and Baddeley, A and Zuyev, S (2008) Filters for spatial point processes. SIAM Journal on Control and Optimization, 48. pp. 2275-2295. ISSN 0363-0129

Singh, SS and Tadi, V and Doucet, A (2007) A policy gradient method for semi-Markov decision processes with application to call admission control. European Journal of Operational Research, 178. pp. 808-818. ISSN 0377-2217

Panta, K and Vo, B and Singh, SS (2007) Novel data association schemes for the probability hypothesis density filter. IEEE Transactions on Aerospace and Electronic Systems, 43. pp. 556-570. ISSN 0018-9251

Singh, SS and Kantas, N and Vo, B-N and Doucet, A and Evans, RJ (2007) Simulation-based optimal sensor scheduling with application to observer trajectory planning. Automatica, 43. pp. 817-830. ISSN 0005-1098

Singh, SS and Kantas, N and Vo, B and Doucet, A and Evans, RJ (2007) Simulation-based optimal sensor scheduling with application to observer trajectory planning. Automatica, 43. pp. 817-830. ISSN 0005-1098

Johansen, AM and Singh, SS and Doucet, A and Vo, B (2006) Convergence of the SMC implementation of the PHD filte. Methodology and Computing in Applied Probability, 8. pp. 265-291. ISSN 1387-5841

Ma, WK and Vo, B and Singh, SS and Baddeley, A (2006) Tracking an unknown time-varying number of speakers using TDOA measurements: a random finite set approach. IEEE Transactions on Signal Processing, 54. pp. 3291-3304. ISSN 1053-587X

Vo, B and Singh, SS and Doucet, A (2005) Sequential Monte Carlo methods for multi-target filtering with random finite sets. IEEE Transactions on Aerospace and Electronic Systems, 41. pp. 1224-1245. ISSN 0018-9251

Andrieu, C and Doucet, A and Singh, SS and Tadic, VB (2004) Particle methods for change detection, system identification, and control. Proceedings of the IEEE, 92. pp. 423-438. ISSN 0018-9219

Liu, Z and Doucet, A and Singh, SS (2004) The cross-entropy method for blind multiuser detection. IEEE International Symposium on Information Theory - Proceedings. p. 510.

Singh, S and Krishnamurthy, V (2003) The optimal search for a Markovian target when the search path is constrained: the infinite-horizon case. IEEE Transactions on Automatic Control, 48. pp. 493-497. ISSN 0018-9286

Singh, S and Krishnamurthy, V and Poor, HV (2002) Integrated voice/data call admission control for wireless DS-CDMA systems. IEEE Transactions on Signal Processing, 50. pp. 1483-1495. ISSN 1053-587X

Krishnamurthy, V and Yin, G and Singh, SS (2001) Adaptive step-size algorithms for blind interference suppression in DS/CDMA systems. IEEE Transactions on Signal Processing, 49. pp. 190-201. ISSN 1053-587X

Book Section

Singh, SS and Whiteley, N and Godsill, SJ (2011) An approximate likelihood method for estimating static parameters in multi-target tracking models. In: Inference and Learning in Dynamic Models. CUP.

Singh, SS and Krishnamurthy, V and Poor, HV (2001) Admission control for DS-CDMA systems with fading. In: Global telecommunications conference. IEEE, San Antonio, TX, pp. 705-710.

Krishnamurthy, V and Singh, SS (2000) Sequential paging of mobile users in GSM cellular networks- a POMDP approach. In: Globecom-New York. IEEE, San Francisco, CA, USA, pp. 182-187.

Conference or Workshop Item

Kantas, N and Doucet, A and Singh, SS and Maciejowski, JM (2009) An overview of sequential Monte Carlo methods for parameter estimation in general state-space models. In: 15th IFAC Symposium on System Identification, SYSID 2009, 2009-7-6 to 2009-7-8, Saint-Malo, France -..

Whiteley, N and Singh, S and Godsill, SJ (2007) Auxiliary particle implementation of the probability hypothesis density filter. In: The 5th International Symposium on Image and Signal Processing and Analysis (ISPA 2007), 27-29 Sep 2007, Istanbul, Turkey, 2007-9-27 to 2007-9-29 pp. 510-515..

Kantas, N and Singh, SS and Doucet, A (2007) Distributed online self-localization and tracking in sensor networks. In: 5th International Symposium on Image and Signal Processing and Analysis, ISPA' 07, 2007-9-27 to 2007-9-29, Istanbul, Turkey.

Singh, SS and Kantas, N and Vo, BN and Doucet, A and Evans, RJ (2007) Simulation-based optimal sensor scheduling with application to observer trajectory planning. In: UNSPECIFIED pp. 817-830..

Kantas, N and Singh, SS and Doucet, A (2007) Distributed Online self-localization and tracking in sensor networks. In: UNSPECIFIED pp. 498-503..

Kantas, N and Singh, SS and Doucet, A (2006) A distributed recursive maximum likelihood implementation for sensor registration. In: 9th International Conference on Information Fusion, 2006-7-10 to 2006-7-13, Florence, Italy pp. 1-8..

Poyiadjis, G and Singh, SS and Doucet, A (2006) Gradient-free maximum likelihood parameter estimation with particle filters. In: 2006 American Control Conference, 2006-6-14 to 2006-6-16, Minneapolis, Minnesota, USA p6-..

Poyiadjis, G and Singh, SS and Doucet, A (2006) Particle filter as a controlled Markov chain for on-line parameter estimation in general state space models. In: IEEE International Conference on Acoustics Speech and Signal Processing, 2006-4-16 to 2006-4-20, Toulouse, France.

Doucet, A and Singh, SS and Vo, B (2006) Sequential Monte Carlo methods: new tools for optimal filtering, system identifcation and control of non-linear and non-gaussian models. In: Chemical Process Control 7, 2006-1-8 to 2006-1-13, Lake Louise, Alberta, Canada.

Kantas, N and Singh, SS and Doucet, A (2006) Distributed self localisation of sensor networks using particle methods. In: UNSPECIFIED pp. 164-167..

Poyiadjis, G and Singh, SS and Doucet, A (2006) Gradient-free maximum likelihood parameter estimation with particle filters. In: UNSPECIFIED pp. 3062-3067..

Poyiadjis, G and Singh, SS and Doucet, A (2006) Online parameter estimation for partially observed diffusions. In: UNSPECIFIED pp. 197-200..

Poyiadjis, G and Singh, SS and Doucet, A (2006) Particle filter as a controlled Markov chain for on-line parameter estimation in general state space models. In: UNSPECIFIED pp. 2780-2783..

Poyiadjis, G and Singh, SS and Doucet, A (2006) Particle filter as a controlled Markov chain for on-line parameter estimation in general state space models. In: UNSPECIFIED 329-+..

Briers, M and Doucet, A and Singh, SS and Weekes, K (2006) Particle filters for graphical models. In: UNSPECIFIED pp. 59-64..

Kantas, N and Singh, SS and Doucet, A (2006) A distributed recursive maximum likelihood implementation for sensor registration. In: UNSPECIFIED pp. 797-804..

Poyiadjis, G and Doucet, A and Singh, SS (2005) Particle methods for optimal filter derivative: application to parameter estimation. In: IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP '05, 2005-3-19 to 2005-3-23, Philadelphia, PA, USA pp. 925-928..

Singh, SS and Kantas, N and Doucet, A and Evans, R (2005) Simulation-based optimal sensor scheduling with application to observer trajectory planning. In: 44th IEEE Conference on Decision and Control and the European Control Conference 2005, CDC-ECC'05, 2005-12-12 to 2005-12-15, Seville, Spain pp. 7296-7301..

Briers, M and Doucet, A and Singh, SS (2005) Sequential auxiliary particle belief propagation. In: UNSPECIFIED pp. 705-711..

Liu, Z and Doucet, A and Singh, SS (2004) The Cross-Entropy method for blind multiuser detection. In: IEEE International Symposium on Information Theory, 2004-6-27 to 2004-7-2, Chicago, Ill.USA p.510-..

Singh, SS and Vo, B and Evans, RJ and Doucet, A (2004) Variance reduction for Monte Carlo implementation of adaptive sensor management. In: The International Conference on Information Fusion, 2004-6- to -- pp. 901-908..

Vo, B and Singh, SS and Ma, WK (2004) Tracking multiple speakers using random sets. In: IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP'04, 2004-5-17 to 2004-5-21, Montreal, Quebec, Canada pp. 357-360..

Panta, K and Vo, B and Singh, SS and Doucet, A (2004) Probability hypothesis density filter versus multiple hypothesis tracking. In: The SPIE The International Society for Optical Engineering, 2002-4- to --, Orlando,FL,USA pp. 284-295..

Vo, B and Singh, SS (2004) On the Bayes filtering equations of finite set statistics. In: The 5th Asian Control Conference, -- to -- pp. 1264-1269..

Vo, B and Singh, SS and Doucet, A (2003) Random finite sets and sequential Monte Carlo methods in multi-target tracking. In: IEEE International Conference on Radar, 2003-9-3 to 2003-9-5, Adelaide Australia pp. 486-491..

Tadic, V and Doucet, A and Singh, SS (2003) Two time-scale stochastic approximation for constrained stochastic optimization and constrained Markov decision problems. In: The American Control Conference, 2003-6- to -- pp. 4736-4741..

Vo, B and Singh, SS and Tadic, V (2003) Adaptive envelope constrained filters. In: IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP'03, 2003-4-6 to 2003-4-10, Hong Kong, China pp. 345-348..

Singh, SS and Vo, B and Doucet, A and Evans, R (2003) Stochastic approximation for optimal observer trajectory planning. In: 42nd IEEE Conference on Decision and Control, 2003-12-9 to 2003-12-12, Maui, Hawaii, USA pp. 6313-6318..

Vo, B and Singh, SS and Doucet, A (2003) Sequential Monte Carlo implementation of the PHD filter for multi-target tracking. In: The International Conference on Information Fusion, 2003-- to -- pp. 792-799..

Singh, SS and Krishnamurthy, V (2002) Optimal call access control for DS-CDMA cellular networks. In: IEEE International Conference on Acoustics Speech and Signal Processing, 2002-5-13 to 2002-5-17, Orlando, Florida, USA pp. 2749-2752..

Singh, SS and Krishnamurthy, V (2001) Partially observed stochastic shortest path problem - application to sequential paging in cellular networks. In: 40th IEEE Conference on Decesion and Control, 2001-12-4 to 2001-12-7, Orlando, FL, USA pp. 1053-1058..

Krishnamurthy, V and Singh, SS (2000) Adaptive forgetting factor recursive least squares for blind interference suppression in DS/CDMA systems. In: IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP'00, 2000-6-5 to 2000-6-9, Istanbul, Turkey pp. 2469-2472..

Monograph

Del Moral, P and Doucet, A and Singh, SS (2011) Uniform stability of a particle approximation of the optimal filter derivative. Technical Report. Cambridge University Engineering Department.

Dean, TA and Singh, SS (2011) Asymptotic behaviour of approximate Bayesian estimators. Technical Report. Cambridge University Engineering Department.

S S, S and Nicolas, C and N, W (2010) Bayesian learning of noisy Markov decision processes. Technical Report. Cambridge University Engineering Department.

Ajay, J and James, M and Emma, M and S S, S (2010) Filtering via approximate Bayesian computation. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Pierre, DM and A, D and S S, S (2009) Forward Smoothing Using Sequential Monte Carlo. Technical Report. Cambridge University Engineering Department, Cambridge, Uk.

Kantas, N and Singh, SS and Doucet, A (2009) Distributed maximum likelihood for self-localization in sensor networks. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Singh, SS and Vo, BN and Baddeley, A and Zuyev, S (2009) Filters for spatial point processes. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Poyiadjis, G and Doucet, A and Singh, SS (2009) Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation. Technical Report. Cambridge University Engineering Department.

Singh, SS and Whiteley, NP and Godsill, SJ (2009) An approximate likelihood method for estimating static parameters in multi-target tracking models. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Pierre, DM and A, D and S S, S (2009) A backward particle interpretation of Feynman-Kac formulae. Technical Report. INRIA, France.

Whiteley, NP and Singh, SS and Godsill, SJ (2008) Auxiliary particle implementation of the probability hypothesis density filter. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Yoon, JW and Singh, SS (2008) A Bayesian approach to tracking in single molecule fluorescence microscopy. Technical Report. Cambridge University Engineering Department.

Whiteley, N and Singh, SS and Godsill, SJ (2008) Convergence of the auxiliary particle implementation of the PHD filter. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

de Villiers, JP and Godsill, SJ and Singh, SS (2008) Monte Carlo approaches to nonlinear optimal control. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Johansen, AM and Singh, SS and Doucet, A and Vo, B (2005) Convergence of the SMC implementation of the PHD filter. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Poyiadjis, G and Singh, SS and Doucet, A (2005) Novel particle filter methods for recursive and batch maximum likelihood parameter estimation in general states space models. Technical Report. Cambridge University Engineeirng Department, Cambridge, UK.

Singh, SS and Kantas, N and Vo, B and Doucet, A and Evans, R (2005) On the convergence of a two timescale stochastic optimisation algorithm for optimal observer trajectory planning. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Singh, SS and Kantas, N and Vo, B and Doucet, A and Evans, R (2005) Simulation based optimal sensor scheduling with application to observer trajectory planning. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

Vo, B and Singh, SS and Baddeley, A (2005) Technical aspects of the probability hypothesis density recursion. Technical Report. Melbourne University, Melbourne, Australia.

Singh, SS and Tadic, V and Doucet, A (2005) A policy gradient method for semi-Markov decision processes with application to call admission control. Technical Report. Cambridge University Engineering Department, Cambridge, UK.

This list was generated on Tue Sep 30 14:54:32 2014 BST.