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parameter-estimation-jump-langevin
parameter-estimation-jump-langevin PublicCode for the paper "Bayesian Parameter Estimation of Jump-Langevin Systems for Trend Following in Finance" by James Murphy and Simon Godsill
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time-varying-linear
time-varying-linear PublicCode for the paper "Efficient Filtering and Sampling for a Class of Time-Varying Linear Systems" by James Murphy and Simon Godsill
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