Author Publications

2013

Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, J.N. (2013) Particle based smoothed marginal MAP estimation for general state space models. IEEE Transactions on Signal Processing, 61 (2). pp. 264-273. ISSN 1053-587X

2012

Aoki, E.H. and Boers, Y. and Mandal, P.K. and Bagchi, Arunabha (2012) SMC methods to avoid self-resolving for online Bayesian parameter estimation. In: 15th International Conference on Information Fusion, FUSION 2012, 9-12 July 2012, Singapore.

Aoki, E.H. and Boers, Y. and Svensson, L. and Mandal, P.K. and Bagchi, A. (2012) The Rao-Blackwellized marginal M-SMC filter for Bayesian multi-target tracking and labelling. In: 15th International Conference on Information Fusion, FUSION 2012, 9-12 July 2012, Singapore.

Aoki, E.H. and Boers, Y. and Svensson, L. and Mandal, P.K. and Bagchi, A. (2012) A Bayesian look at the optimal track labelling problem. In: 9th IET Data Fusion & Target Tracking Conference, DF&TT 2012, 16-17 May 2012, London, UK.

Aoki, Edson H. and Boers, Yvo and Svensson, Lennart and Mandal, Pranab K. and Bagchi, Arunabha (2012) An analysis of the Bayesian track labelling problem. [Report]

2011

Aoki, E.H. and Bagchi, A. and Mandal, P. and Boers, Y. (2011) On the "near-universal proxy" argument for theoretical justification of information-driven sensor management. In: IEEE Statistical Signal Processing Workshop, SSP 2011, 28-30 June 2011, Nice, France.

Aoki, Edson Hiroshi and Bagchi, Arunabha and Mandal, Pranab and Boers, Yvo (2011) Particle filter approximations for general open loop and open loop feedback sensor management. [Report]

Aoki, Edson Hiroshi and Bagchi, Arunabha and Mandal, Pranab and Boers, Yvo (2011) A theoretical analysis of Bayes-optimal multi-target tracking and labelling. [Report]

Aoki, Edson Hiroshi and Bagchi, Arunabha and Mandal, Pranab and Boers, Yvo (2011) A theoretical look at information-driven sensor management criteria. In: 14th International Conference on Information Fusion, FUSION 2011, 5-8 July 2011, Chicago, IL, USA.

2010

Boers, Yvo and Driessen, Hans and Bagchi, Arunabha and Mandal, Pranab (2010) Particle filter based entropy. In: 13th International Conference on Information Fusion, FUSION 2010, 26-29 July 2010, Edinburgh, UK.

2009

Das, Shubhabrata and Mandal, Pranab K. and Ghosh, Diptesh (2009) On homogeneous skewness of unimodal distributions. [Report]

Saha, S. and Boers, Y. and Driessen, J.N. and Mandal, P.K. and Bagchi, A. (2009) Particle filter based MAP state estimation: a comparison. In: 12th International Conference on Information Fusion 2009, 6-9 July, 2009, Seattle, USA.

Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, H. (2009) Parameter estimation in a general state space model from short observation data: A SMC based approach. In: 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, 31 Aug - 03 Sep 2009, Cardiff, UK.

2008

Saha, S. and Mandal, P.K. and Bagchi, A. (2008) A new approach to particle based smoothed marginal MAP. In: 16th European Signal Processing Conference, EUSIPCO, 25-29 August 2008, Lausanne, Switzerland.

Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, H. (2008) On the Monte Carlo marginal MAP estimator for general state space models. [Report]

Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2008) Gaussian proposal density using moment matching in SMC methods. Statistics and Computing, 19 (2). pp. 203-208. ISSN 0960-3174

2007

Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2007) Gaussian proposal density using moment matching in SMC methods. [Report]

2006

Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. (2006) Exact moment matching for efficient importance functions in SMC methods. In: Nonlinear Statistical Signal Processing Workshop (NSSPW): Classical, Unscented and Particle Filtering Methods, 13-15 Sept 2006, Cambridge, UK.

2005

Ghosh, D. and Mandal, P.K. and Das, S. (2005) On solving discrete optimization problems with one random element under general regret functions. [Report]

Mandal, P.K. and Ghosh, D. and Das, S. (2005) On solving discrete optimization problems with multiple random elements under general regret functions. [Report]

2002

Danilov, D. and Mandal, P.K. (2002) Cross sectional efficient estimation of stochastic volatility short rate models. [Report]

2000

Mandal, P.K. and Mandrekar, V. (2000) A Bayes formula for Gaussian noise processes and its applications. SIAM Journal on Control and Optimization, 39 (3). pp. 852-871. ISSN 0363-0129

Mandal, P.K. and Mandrekar, V. (2000) Bayes formula for optimal filter with n-ple Markov Gaussian errors. Acta Applicandae Mathematicae, 63 (1-3). pp. 245-252. ISSN 0167-8019