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James K. Murphy

5 accepted papers

2016

A Metropolis-within-Gibbs sampler to infer task-based functional brain connectivity

ICASSP 2016accepted

Examining the dynamic aspects of functional networks in the brain is imperative in order to obtain a thorough description and to gain a better insight into its several features. Present methods of analysing brain data in task-conditions mainly include concatenation followed by temporal correlation.…

Cited by 0SourceScholar
2015

Bayesian parameter estimation of Jump-Langevin systems for trend following in finance

ICASSP 2015accepted

In this paper we present a Bayesian method for parameter estimation in linear Jump-Langevin systems, i.e. systems driven by a linear, mean-reverting jump-diffusion trend process. Such models have been applied successfully to trend following in finance, in order to develop momentum-based trading stra…

Cited by 2SourceScholar
2015

Destination inference using bridging distributions

ICASSP 2015accepted

We propose a novel probabilistic inference approach that permits predicting, well in advance, the intended destination of a pointing gesture aimed at selecting an icon on an in-vehicle interactive display. It models the partial 3D pointing track as a Markov bridge terminating at a nominal destinatio…

Cited by 15SourceScholar
2015

Tracking changes in functional connectivity of brain networks from resting-state fMRI using particle filters

ICASSP 2015accepted

Recent empirical research has discovered that linkages among fMRI signals of the brain in resting-state have meaningful temporal variations. Most current studies of brain networks assume that these linkages are constant. We propose a model and an accompanying algorithm to infer and track changes in…

Cited by 3SourceScholar