5 papers
Algebraic curves admitting automorphism groups of large prime square order
Nazar Arakelian, Diego Kian
Let denote an algebraically closed field of arbitrary characteristic. In this paper we provide bounds for the size of a prime for which there are curves defined…
Recursive Entropic Variational Inference for Nonlinear State-Space Models
Hany Abdulsamad, Ãngel F. GarcÃa-Fernández, Simo Särkkä
We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesi…
Wasserstein bounds for non-linear Gaussian filters
Toni Karvonen, Simo Särkkä
Most Kalman filters for non-linear systems, such as the unscented Kalman filter, are based on Gaussian approximations. We use Poincaré inequalities to bound the Wasserstein distan…
Estimation of log-Gaussian gamma processes with iterated posterior linearization and Hamiltonian Monte Carlo
Teemu Härkönen, Simo Särkkä
Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertain…
Posterior linearisation smoothing with robust iterations
Jakob Lindqvist, Simo Särkkä, Ãngel F. GarcÃa-Fernández +2
This paper considers the problem of iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to i…