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cs.DC2021
Temporal Parallelization of Inference in Hidden Markov Models
Sakira Hassan, Simo Särkkä, Ángel F. García-Fernández
This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing…
cs.DC2021
Parallel Iterated Extended and Sigma-point Kalman Smoothers
Fatemeh Yaghoobi, Adrien Corenflos, Sakira Hassan +1
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point ba…