activity
20122026
most citedA Survey of Monte Carlo Methods for Parameter Estimation

196 citations · 699 across the 80 of their papers we have counts for

collaborators

100 papers

cs.LG2026

A Bayesian Filtering Approach for Learning Lagrangian Dynamics from Noisy Measurements

Kundan Kumar, Shreya Das, Simo Särkkä

This paper proposes a Bayesian filtering-based approach for learning the dynamics of a physical system from partial, noisy measurements. We model the system dynamics using a Lagran…

eess.SY2026

Integrating Lagrangian Neural Networks into the Dyna Framework for Reinforcement Learning

Shreya Das, Kundan Kumar, Muhammad Iqbal +4

Model-based reinforcement learning (MBRL) is sample-efficient but depends on the accuracy of the learned dynamics, which are often modeled using black-box methods that do not adher…

stat.ML2026

Dual-Level Models for Physics-Informed Multi-Step Time Series Forecasting

Mahdi Nasiri, Johanna Kortelainen, Simo Särkkä

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate mul…

astro-ph.IM2026★ 1 cited

Scalable Gaussian Processes for Integrated and Overlapping Measurements Via Augmented State Space Models

Ryan A. Rubenzahl, Soichiro Hattori, Simo Särkkä +4

Astronomical measurements are often integrated over finite exposures, which can obscure latent variability on comparable timescales. Correctly accounting for exposure integration w…

cs.DC2025

Temporal parallelisation of continuous-time maximum-a-posteriori trajectory estimation

Hassan Razavi, Ángel F. García-Fernández, Simo Särkkä

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic different…

stat.CO2025

On The Performance of Prefix-Sum Parallel Kalman Filters and Smoothers on GPUs

Simo Särkkä, Ángel F. García-Fernández

This paper presents an experimental evaluation of parallel-in-time Kalman filters and smoothers using graphics processing units (GPUs). In particular, the paper evaluates different…