882 citations · 2.6k across the 89 of their papers we have counts for
5 papers · 1 filter
The Elliptical Processes: a Family of Fat-tailed Stochastic Processes
Maria Bånkestad, Jens Sjölund, Jalil Taghia +1
We present the elliptical processes -- a family of non-parametric probabilistic models that subsumes the Gaussian process and the Student-t process. This generalization includes a…
Inferring Heterogeneous Causal Effects in Presence of Spatial Confounding
Muhammad Osama, Dave Zachariah, Thomas B. Schön
We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding va…
Smoothing with Couplings of Conditional Particle Filters
Pierre E. Jacob, Fredrik Lindsten, Thomas B. Schön
In state space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of s…
Coupling of Particle Filters
Pierre E. Jacob, Fredrik Lindsten, Thomas B. Schön
Particle filters provide Monte Carlo approximations of intractable quantities such as point-wise evaluations of the likelihood in state space models. In many scenarios, the interes…
Sequential Monte Carlo for Graphical Models
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön
We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM w…