Simon Godsill

Biography

Simon Godsill is Head of Information Engineering (Div F), and Professor of Statistical Signal Processing in the Engineering Department at Cambridge University. He is also a Professorial Fellow at Corpus Christi College Cambridge. He coordinates an active research group in Signal Inference and its Applications, specializing in Bayesian computational methodology, multiple object tracking, spatio-temporal inference, audio and music processing, and financial time series modeling. A particular methodological theme over recent years has been the development of novel techniques for optimal Bayesian filtering and smoothing, using Sequential Monte Carlo or Particle Filtering methods.