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20122026
most citedA Survey of Monte Carlo Methods for Parameter Estimation

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

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Showing 2020Show all

7 papers · 1 filter

stat.ML2020★ 17 cited

Deep State-Space Gaussian Processes

Zheng Zhao, Muhammad Emzir, Simo Särkkä

This paper is concerned with a state-space approach to deep Gaussian process (DGP) regression. We construct the DGP by hierarchically putting transformed Gaussian process (GP) prio…

stat.ME2020

Autonomous Tracking and State Estimation with Generalised Group Lasso

Rui Gao, Simo Särkkä, Rubén Claveria-Vega +1

We address the problem of autonomous tracking and state estimation for marine vessels, autonomous vehicles, and other dynamic signals under a (structured) sparsity assumption. The…

math.OC2020★ 11 cited

Variable Splitting Methods for Constrained State Estimation in Partially Observed Markov Processes

Rui Gao, Filip Tronarp, Simo Särkkä

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based…

math.OC2020★ 1 cited

Continuous-Discrete Filtering and Smoothing on Submanifolds of Euclidean Space

Filip Tronarp, Simo Särkkä

In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have…

math.NA2020

Bayesian ODE Solvers: The Maximum A Posteriori Estimate

Filip Tronarp, Simo Sarkka, Philipp Hennig

It has recently been established that the numerical solution of ordinary differential equations can be posed as a nonlinear Bayesian inference problem, which can be approximately s…

cs.CE2020

Enhancing Industrial X-ray Tomography by Data-Centric Statistical Methods

Jarkko Suuronen, Muhammad Emzir, Sari Lasanen +2

X-ray tomography has applications in various industrial fields such as sawmill industry, oil and gas industry, chemical engineering, and geotechnical engineering. In this article,…