11 citations · 30 across the 21 of their papers we have counts for
3 papers · 1 filter
Temporal Gaussian Process Regression in Logarithmic Time
Adrien Corenflos, Zheng Zhao, Simo Särkkä
The aim of this article is to present a novel parallelization method for temporal Gaussian process (GP) regression problems. The method allows for solving GP regression problems in…
Differentiable Particle Filtering via Entropy-Regularized Optimal Transport
Adrien Corenflos, James Thornton, George Deligiannidis +1
Particle Filtering (PF) methods are an established class of procedures for performing inference in non-linear state-space models. Resampling is a key ingredient of PF, necessary to…
Parallel Iterated Extended and Sigma-point Kalman Smoothers
Fatemeh Yaghoobi, Adrien Corenflos, Sakira Hassan +1
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point ba…