selected publications

• academic article

  • Spatio-Temporal Generalised Hyperbolic Models with Application to Heatwave Prediction.  SSRN Electronic Journal.  2023
  • Effcient Sequential Monte-Carlo Samplers for Bayesian Inference.  SSRN Electronic Journal.  2017
  • Location of Things: Geospatial Tagging for IoT Using Time-of-Arrival.  IEEE Transactions on Signal and Information Processing over Networks.  2:174-185. 2016
  • A Bayesian Perspective on Multiple Source Localization in Wireless Sensor Networks.  IEEE Transactions on Signal Processing.  64:1684-1699. 2015
  • Efficient Sequential Monte-Carlo Samplers for Bayesian Inference.  IEEE Transactions on Signal Processing.  64:1305-1319. 2015
  • Langevin and Hamiltonian Based Sequential MCMC for Efficient Bayesian Filtering in High-Dimensional Spaces.  IEEE Journal of Selected Topics in Signal Processing.  10:312-327. 2015
  • Estimation of Spatially Correlated Random Fields in Heterogeneous Wireless Sensor Networks.  IEEE Transactions on Signal Processing.  63:2597-2609. 2015

• blog posting

  • Efficient Sequential Monte-Carlo Samplers for Bayesian Inference 2015
  • Langevin and Hamiltonian Based Sequential MCMC for Efficient Bayesian Filtering in High-Dimensional Spaces.  SSRN Electronic Journal. 2015
  • SMC-ABC methods for the estimation of stochastic simulation models of the limit order book.  arXiv (Cornell University). 2015

• chapter

  • SMC-ABC methods for the estimation of stochastic si- mulation models of the limit order book.  HAL (Le Centre pour la Communication Scientifique Directe). 2017
  • An Overview of Recent Advances in Monte-Carlo Methods for Bayesian Filtering in High-Dimensional Spaces.  SpringerBriefs in statistics. 31-61. 2015
  • Spectral Measures of $$\alpha $$ α -Stable Distributions: An Overview and Natural Applications in Wireless Communications.  SpringerBriefs in statistics. 63-94. 2015

• conference paper

  • On the Validity of Isotropic Complex α-Stable Interference Models for Interference in the IoT.  HAL (Le Centre pour la Communication Scientifique Directe). 2019
  • Joint Localization and Clock Offset Estimation via Time-Of-Arrival with Ranging Offset.  2021 29th European Signal Processing Conference (EUSIPCO). 672-676. 2018
  • Dynamic speech emotion recognition with state-space models.  . 2077-2081. 2015
  • Skew-t copula for dependence modelling of impulsive (α-stable) interference.  . 4816-4821. 2015
  • Wind storm estimation using a heterogeneous sensor network with high and low resolution sensors.  . 4865-4870. 2015
  • Improving SMC sampler estimate by recycling all past simulated particles.  . 117-120. 2014
  • NEPS: ''Narrowband Efficient Positioning System'' for Delivering Resource Efficient GNSS Receivers.  HAL (Le Centre pour la Communication Scientifique Directe). 2014
  • NEPS: “Narrowband Efficient Positioning System” for delivering resource efficient GNSS receivers.  . 1-6. 2014
  • Bayesian model selection and parameter estimation in penalized regression model using SMC samplers.  European Signal Processing Conference. 1-5. 2013
  • Bayesian filtering with intractable likelihood using sequential MCMC.  IEEE International Conference on Acoustics Speech and Signal Processing. 6313-6317. 2013
  • Receiver study for cooperative communications in convolved additive α-stable interference plus Gaussian thermal noise.  HAL (Le Centre pour la Communication Scientifique Directe). 2012
  • Receiver study for cooperative communications in convolved additive α-stable interference plus Gaussian thermal noise.  . 451-455. 2012