{"id":"https://openalex.org/W4403331904","doi":"https://doi.org/10.23919/fusion59988.2024.10706383","title":"Inference for Non-Gaussian Dynamical Models with Time-varying Skew","display_name":"Inference for Non-Gaussian Dynamical Models with Time-varying Skew","publication_year":2024,"publication_date":"2024-07-08","ids":{"openalex":"https://openalex.org/W4403331904","doi":"https://doi.org/10.23919/fusion59988.2024.10706383"},"language":"en","primary_location":{"id":"doi:10.23919/fusion59988.2024.10706383","is_oa":false,"landing_page_url":"https://doi.org/10.23919/fusion59988.2024.10706383","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 27th International Conference on Information Fusion (FUSION)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101696210","display_name":"Zixin Liu","orcid":"https://orcid.org/0000-0003-1674-033X"},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Zixin Liu","raw_affiliation_strings":["University of Cambridge,Department of Engineering,Cambridge,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cambridge,Department of Engineering,Cambridge,UK","institution_ids":["https://openalex.org/I241749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109025419","display_name":"Zachary Tiller","orcid":null},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Zachary Tiller","raw_affiliation_strings":["University of Cambridge,Department of Engineering,Cambridge,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cambridge,Department of Engineering,Cambridge,UK","institution_ids":["https://openalex.org/I241749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020836373","display_name":"Simon Godsill","orcid":"https://orcid.org/0000-0001-9522-9681"},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Simon Godsill","raw_affiliation_strings":["University of Cambridge,Department of Engineering,Cambridge,UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cambridge,Department of Engineering,Cambridge,UK","institution_ids":["https://openalex.org/I241749"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I241749"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.7760999798774719,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.7760999798774719,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/skew","display_name":"Skew","score":0.6839097142219543},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.6831571459770203},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6314384937286377},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.5420189499855042},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4491198658943176},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.37955084443092346},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3498636782169342},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.325401246547699},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2835937738418579},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.24187147617340088},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.10299301147460938}],"concepts":[{"id":"https://openalex.org/C43711488","wikidata":"https://www.wikidata.org/wiki/Q7534783","display_name":"Skew","level":2,"score":0.6839097142219543},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.6831571459770203},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6314384937286377},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.5420189499855042},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4491198658943176},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37955084443092346},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3498636782169342},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.325401246547699},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2835937738418579},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24187147617340088},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10299301147460938},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.23919/fusion59988.2024.10706383","is_oa":false,"landing_page_url":"https://doi.org/10.23919/fusion59988.2024.10706383","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 27th International Conference on Information Fusion (FUSION)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1499969990","https://openalex.org/W1562951830","https://openalex.org/W2007489277","https://openalex.org/W2017519377","https://openalex.org/W2040543250","https://openalex.org/W2055936398","https://openalex.org/W2090637028","https://openalex.org/W2096011446","https://openalex.org/W2107973822","https://openalex.org/W2126736494","https://openalex.org/W2139137074","https://openalex.org/W2146972510","https://openalex.org/W2159689047","https://openalex.org/W2578868193","https://openalex.org/W2592053755","https://openalex.org/W3003912889","https://openalex.org/W3172183603","https://openalex.org/W4232632925","https://openalex.org/W4237060688","https://openalex.org/W4249558463","https://openalex.org/W4321021040","https://openalex.org/W6853006879"],"related_works":["https://openalex.org/W4290802965","https://openalex.org/W97789383","https://openalex.org/W4289406402","https://openalex.org/W2727156679","https://openalex.org/W3087516072","https://openalex.org/W2067997904","https://openalex.org/W2364071303","https://openalex.org/W82723519","https://openalex.org/W1964286703","https://openalex.org/W2169866437"],"abstract_inverted_index":{"In":[0],"this":[1,20],"paper":[2],"we":[3],"introduce":[4],"tracking":[5,125],"models":[6],"based":[7,65,134],"on":[8,66,135],"non-Gaussian":[9],"continuous":[10],"time":[11],"stochastic":[12],"processes":[13,90,95],"with":[14,147],"time-varying":[15],"skewness.":[16],"The":[17],"idea":[18],"behind":[19],"is":[21,63],"that":[22,55,93],"the":[23,26,81,85,107,114,118],"skewness":[24,116,130],"of":[25,42,71,80,88,117,126,150],"dynamical":[27],"model":[28,33],"may":[29,57],"be":[30],"able":[31],"to":[32,39,101,143],"a":[34,43,51,67,136],"propensity":[35],"for":[36,46,123,131],"an":[37],"object":[38],"undergo":[40],"manoeuvres":[41],"particular":[44,52],"type,":[45],"example":[47,87],"velocities":[48],"tending":[49],"in":[50,110],"direction,":[53],"but":[54],"these":[56],"change":[58],"over":[59],"time.":[60],"This":[61],"process":[62],"constructed":[64],"random":[68,108],"series":[69],"representation":[70],"conditionally":[72],"Gaussian":[73],"L\u00e9vy":[74],"processes,":[75,133],"which":[76,140],"enables":[77],"straightforward":[78],"simulation":[79],"models.":[82],"We":[83,120],"demonstrate":[84,106],"specific":[86],"\u03b1-stable":[89],"and":[91,105,129],"find":[92],"such":[94,132],"can":[96],"capture":[97],"abrupt":[98],"changes":[99,109],"owing":[100],"their":[102],"heavy-tailed":[103],"behaviour,":[104],"direction":[111],"caused":[112],"by":[113],"time-changing":[115],"distribution.":[119],"propose":[121],"methods":[122],"joint":[124],"both":[127],"states":[128],"marginalised":[137],"particle":[138],"filter,":[139],"are":[141],"demonstrated":[142],"perform":[144],"well":[145],"even":[146],"limited":[148],"numbers":[149],"particles.":[151]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}