297 citations · 1.1k across the 32 of their papers we have counts for
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math.OC2021
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…
math.OC2021
Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control
Simo Särkkä, Ángel F. García-Fernández
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be a…