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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 2023Show all

7 papers · 1 filter

cs.LG2023

Risk-Sensitive Stochastic Optimal Control as Rao-Blackwellized Markovian Score Climbing

Hany Abdulsamad, Sahel Iqbal, Adrien Corenflos +1

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, provi…

stat.ML2023

Nonparametric modeling of the composite effect of multiple nutrients on blood glucose dynamics

Arina Odnoblyudova, Çağlar Hizli, ST John +5

In biomedical applications it is often necessary to estimate a physiological response to a treatment consisting of multiple components, and learn the separate effects of the compon…

math.NA2023★ 2 cited

Parallel-in-Time Probabilistic Numerical ODE Solvers

Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi +3

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from…

quant-ph2023

Single Qubit State Estimation on NISQ Devices with Limited Resources and SIC-POVMs

Cristian A. Galvis-Florez, Daniel Reitzner, Simo Särkkä

Current quantum computers have the potential to overcome classical computational methods, however, the capability of the algorithms that can be executed on noisy intermediate-scale…

eess.SP2023

A Recursive Newton Method for Smoothing in Nonlinear State Space Models

Fatemeh Yaghoobi, Hany Abdulsamad, Simo Särkkä

In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods.…

cs.DC2023

Fast Dynamic Programming in Trees in the MPC Model

Chetan Gupta, Rustam Latypov, Yannic Maus +6

We present a deterministic algorithm for solving a wide range of dynamic programming problems in trees in rounds in the massively parallel computation model (MPC), with…