Signal Processing and Communications Laboratory

Department of Engineering

James Murphy James Murphy

Background - Research - Publications - Downloads

Position: Research Associate

Office Location: BN3-07

Telephone: 32768

E-mail: jm362 [@]


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

Code for the paper "Efficient Filtering and Sampling for a Class of Time-Varying Linear Systems" with Simon Godsill can be found at

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.