18 citations · 43 across the 22 of their papers we have counts for
3 papers · 1 filter
A Parallel-in-Time Newton's Method for Nonlinear Model Predictive Control
Casian Iacob, Hany Abdulsamad, Simo Särkkä
Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their a…
Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design
Sahel Iqbal, Hany Abdulsamad, Sara Pérez-Vieites +2
This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangea…
Nesting Particle Filters for Experimental Design in Dynamical Systems
Sahel Iqbal, Adrien Corenflos, Simo Särkkä +1
In this paper, we propose a novel approach to Bayesian experimental design for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside…