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15 - General Engineering

University of Oxford

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Article title

Sequential Bayesian Prediction in the Presence of Changepoints and Faults

Type

D - Journal article

DOI

10.1093/comjnl/bxq003

Title of journal

COMPUT J

Article number

Volume number

Issue number

First page of article

1430

ISSN of journal

0010-4620

Year of publication

2010

URL

Number of additional authors

Additional information

This paper developed, for the first time, a principled method based around Bayesian non-parametric models. The approach was refined and applied to sensor streams with faults, resulting in industrial takeup by BAE systems. This work was funded by an EPSRC/industry platform grant "Aladdin" (won the 2008&9 "Engineer" awards - best industry/academia project). It formed a foundational part of the "Orchid" grant, an £11m joint EPSRC/industry grant, a £1.2m EPSRC grant in "autonomous, intelligent systems", and a Defence Technology Centre project (QinetiQ, contact details available). Three joint-industry patents come from our work on Bayesian non-parametrics information fusion (WO 2012164243/4/5).

Interdisciplinary

Cross-referral requested

Research group

D - Information, Vision and Control

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract