139 citations · 364 across the 12 of their papers we have counts for
4 papers · 1 filter
Bayesian Inference via Approximation of Log-likelihood for Priors in Exponential Family
Tohid Ardeshiri, Umut Orguner, Fredrik Gustafsson
In this paper, a Bayesian inference technique based on Taylor series approximation of the logarithm of the likelihood function is presented. The proposed approximation is devised f…
Gaussian Mixture Reduction Using Reverse Kullback-Leibler Divergence
Tohid Ardeshiri, Umut Orguner, Emre Özkan
We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm…
Maximum entropy properties of discrete-time first-order stable spline kernel
Tianshi Chen, Tohid Ardeshiri, Francesca P. Carli +3
The first order stable spline (SS-1) kernel is used extensively in regularized system identification. In particular, the stable spline estimator models the impulse response as a ze…
Robust Inference for State-Space Models with Skewed Measurement Noise
Henri Nurminen, Tohid Ardeshiri, Robert Piché +1
Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes…