Simon M. J. Lyons

According to our database, Simon M. J. Lyons authored at least 2 papers between 2012 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2014

Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes.

Simon M. J. Lyons, Simo Särkkä, Amos J. Storkey

IEEE Trans. Signal Process., 2014

2012

The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes.

Simon M. J. Lyons, Amos J. Storkey, Simo Särkkä

Proceedings of the Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012