13 citations · 14 across the 2 of their papers we have counts for
2 papers
math.OC2022★ 1 cited
Fourier--Hermite Dynamic Programming for Optimal Control
Sakira Hassan, Simo Särkkä
In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier--Hermite series for approximating…
cs.DC2021★ 13 cited
Temporal Parallelization of Inference in Hidden Markov Models
Sakira Hassan, Simo Särkkä, Ángel F. García-Fernández
This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing…