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
Showing 2022Show all

7 papers · 1 filter

math.OC2022

Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control

Simo Särkkä, Ángel F. García-Fernández

This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellma…

eess.IV2022★ 12 cited

Deep learning based projection domain metal segmentation for metal artifact reduction in cone beam computed tomography

Harshit Agrawal, Ari Hietanen, Simo Särkkä

Metal artifact correction is a challenging problem in cone beam computed tomography (CBCT) scanning. Metal implants inserted into the anatomy cause severe artifacts in reconstructe…

stat.CO2022

Parallel square-root statistical linear regression for inference in nonlinear state space models

Fatemeh Yaghoobi, Adrien Corenflos, Sakira Hassan +1

In this article, we introduce parallel-in-time methods for state and parameter estimation in general nonlinear non-Gaussian state-space models using the statistical linear regressi…

stat.ML2022★ 7 cited

Probabilistic Estimation of Instantaneous Frequencies of Chirp Signals

Zheng Zhao, Simo Särkkä, Jens Sjölund +1

We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessib…

stat.CO2022★ 4 cited

De-Sequentialized Monte Carlo: a parallel-in-time particle smoother

Adrien Corenflos, Nicolas Chopin, Simo Särkkä

Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed to approximate the joint distribution of the states given observations from a state-space model. We propose…

cs.CV2022★ 5 cited

Uncertainty-aware deep learning methods for robust diabetic retinopathy classification

Joel Jaskari, Jaakko Sahlsten, Theodoros Damoulas +5

Automatic classification of diabetic retinopathy from retinal images has been widely studied using deep neural networks with impressive results. However, there is a clinical need f…