49 citations · 104 across the 19 of their papers we have counts for
3 papers · 1 filter
Gaussian-Based Parametric Bijections For Automatic Projection Filters
Muhammad F. Emzir, Zheng Zhao, Lahouari Cheded +1
The automatic projection filter is a recently developed numerical method for projection filtering that leverages sparse-grid integration and automatic differentiation. However, its…
Multidimensional Projection Filters via Automatic Differentiation and Sparse-Grid Integration
Muhammad Fuady Emzir, Zheng Zhao, Simo Särkkä
The projection filter is a technique for approximating the solutions of optimal filtering problems. In projection filters, the Kushner--Stratonovich stochastic partial differential…
Posterior linearisation smoothing with robust iterations
Jakob Lindqvist, Simo Särkkä, Ángel F. García-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…