activity
20152021
most citedA Bayesian Filtering Algorithm for Gaussian Mixture Models

4 citations · 11 across the 9 of their papers we have counts for

collaborators

12 papers

math.OC2021★ 4 cited

Data to Controller for Nonlinear Systems: An Approximate Solution

Johannes N. Hendriks, James R. Z. Holdsworth, Adrian G. Wills +2

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear s…

stat.ML2020

Variational State and Parameter Estimation

Jarrad Courts, Johannes Hendriks, Adrian Wills +2

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tract…

stat.ML2020★ 1 cited

Variational System Identification for Nonlinear State-Space Models

Jarrad Courts, Adrian Wills, Thomas Schön +1

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational infe…

stat.AP2020★ 2 cited

Practical Bayesian System Identification using Hamiltonian Monte Carlo

Johannes Hendriks, Adrian Wills, Brett Ninness +1

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the m…

stat.AP2020

A Variational Expectation-Maximisation Algorithm for Learning Jump Markov Linear Systems

Mark P. Balenzuela, Adrian G. Wills, Christopher Renton +1

Jump Markov linear systems (JMLS) are a useful class which can be used to model processes which exhibit random changes in behavior during operation. This paper presents a numerical…

stat.ME2020

A New Smoothing Algorithm for Jump Markov Linear Systems

Mark P. Balenzuela, Adrian G. Wills, Christopher Renton +1

This paper presents a method for calculating the smoothed state distribution for Jump Markov Linear Systems. More specifically, the paper details a novel two-filter smoother that p…