Main > JM362
James Murphy 
Background -
Research -
Publications -
Downloads
Position: Research Associate
Office Location: BN3-07
Telephone: 32768
E-mail: jm362 [@] cam.ac.uk
Background
I am a Postdoctoral Research Associate with the Signal Processing and Communications (SigProC) group at Cambridge University Engineering Department. I completed my
PhD with Prof. Simon Godsill in 2013.
My personal website is
here.
Research Interests
Bayesian statistics, Monte Carlo methods, tracking, group tracking, model selection, network inference, multivariate time series, mathematical finance.
Selected Publications
My Google Scholar profile is
here.
Downloads (Code & Data)
Code for the paper "Blocked Particle Gibbs Schemes for High Dimensional Interacting Systems" with Simon Godsill will be available here after publication. If you require this code before publication (reviewers only) please email me or contact me via the journal.
Code for the paper "Bayesian Parameter Estimation of Jump-Langevin Systems for Trend Following in Finance" with Simon Godsill can be found at
https://github.com/jameskmurphy/parameter-estimation-jump-langevin
Code for the paper "Efficient Filtering and Sampling for a Class of Time-Varying Linear Systems" with Simon Godsill can be found at
https://github.com/jameskmurphy/time-varying-linear
Please e-mail for additional material for the ICASSP 2011 conference paper "Joint Bayesian removal of impulse and background noise" by James Murphy and Simon Godsill: Joint Bayesian Removal of Impulse and Background Noise.
