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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 2025Show all

12 papers · 1 filter

cs.DC2025

Temporal parallelisation of continuous-time maximum-a-posteriori trajectory estimation

Hassan Razavi, Ángel F. García-Fernández, Simo Särkkä

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic different…

stat.CO2025

On The Performance of Prefix-Sum Parallel Kalman Filters and Smoothers on GPUs

Simo Särkkä, Ángel F. García-Fernández

This paper presents an experimental evaluation of parallel-in-time Kalman filters and smoothers using graphics processing units (GPUs). In particular, the paper evaluates different…

stat.ML2025

Online Bayesian Experimental Design for Partially Observed Dynamical Systems

Sara Pérez-Vieites, Sahel Iqbal, Simo Särkkä +1

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. H…

math.NA2025

A parallel-in-time Newton's method-based ODE solver

Casian Iacob, Hassan Razavi, Simo Särkkä

In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding prob…

eess.SP2025

Ultrafast Deep Learning-Based Scatter Estimation in Cone-Beam Computed Tomography

Harshit Agrawal, Ari Hietanen, Simo Särkkä

Purpose: Scatter artifacts drastically degrade the image quality of cone-beam computed tomography (CBCT) scans. Although deep learning-based methods show promise in estimating scat…

stat.ML2025

Conditional Normalizing Flow Surrogate for Monte Carlo Prediction of Radiative Properties in Nanoparticle-Embedded Layers

Fahime Seyedheydari, Kevin Conley, Simo Särkkä

We present a probabilistic, data-driven surrogate model for predicting the radiative properties of nanoparticle embedded scattering media. The model uses conditional normalizing fl…