196 citations · 699 across the 80 of their papers we have counts for
10 papers · 1 filter
Gaussian multi-target filtering with target dynamics driven by a stochastic differential equation
Ángel F. García-Fernández, Simo Särkkä
This paper proposes multi-target filtering algorithms in which target dynamics are given in continuous time and measurements are obtained at discrete time instants. In particular,…
Parallel state estimation for systems with integrated measurements
Fatemeh Yaghoobi, Simo Särkkä
This paper presents parallel-in-time state estimation methods for systems with Slow-Rate inTegrated Measurements (SRTM). Integrated measurements are common in various applications,…
A Parallel-in-Time Newton's Method for Nonlinear Model Predictive Control
Casian Iacob, Hany Abdulsamad, Simo Särkkä
Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their a…
Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design
Sahel Iqbal, Hany Abdulsamad, Sara Pérez-Vieites +2
This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangea…
Physics-Informed Machine Learning for Grade Prediction in Froth Flotation
Mahdi Nasiri, Sahel Iqbal, Simo Särkkä
In this paper, physics-informed neural network models are developed to predict the concentrate gold grade in froth flotation cells. Accurate prediction of concentrate grades is imp…
Conditioning diffusion models by explicit forward-backward bridging
Adrien Corenflos, Zheng Zhao, Simo Särkkä +2
Given an unconditional diffusion model targeting a joint model , using it to perform conditional simulation is still largely an open question and is typicall…