Matti Vihola

Available identifiers

zbMath Open vihola.mattiWikidataQ102365658 ScholiaQ102365658MaRDI QIDQ116439

List of research outcomes

Publication	Date of Publication	Type
bssm	2023-10-27	Software
On the Forgetting of Particle Filters	2023-09-15	Paper
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers	2023-07-07	Paper
On resampling schemes for particle filters with weakly informative observations	2023-01-12	Paper
On resampling schemes for particle filters with weakly informative observations	2022-03-18	Paper
Conditional particle filters with diffuse initial distributions	2021-12-09	Paper
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions	2021-06-23	Paper
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo	2021-06-22	Paper
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R	2021-01-01	Paper
Coupled conditional backward sampling particle filter	2020-12-14	Paper
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo	2020-10-05	Paper
Unbiased Estimators and Multilevel Monte Carlo	2020-10-05	Paper
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance	2020-09-03	Paper
On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction	2020-06-09	Paper
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter	2018-11-23	Paper
Conditional convex orders and measurable martingale couplings	2017-09-21	Paper
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers	2017-09-21	Paper
Establishing some order amongst exact approximations of MCMCs	2016-12-09	Paper
Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics	2016-04-11	Paper
Quantitative Convergence Rates for Subgeometric Markov Chains	2015-10-02	Paper
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms	2015-04-27	Paper
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic	2015-02-26	Paper
Markovian stochastic approximation with expanding projections	2014-05-05	Paper
Grapham: graphical models with adaptive random walk Metropolis algorithms	2014-04-14	Paper
Adaptive Metropolis Algorithm Using Variational Bayesian Adaptive Kalman Filter	2013-08-27	Paper
Stochastic order characterization of uniform integrability and tightness	2013-01-25	Paper
Robust adaptive Metropolis algorithm with coerced acceptance rate	2012-12-07	Paper
On the stability and ergodicity of adaptive scaling Metropolis algorithms	2011-11-10	Paper
Can the adaptive Metropolis algorithm collapse without the covariance lower bound?	2011-09-09	Paper
Robust adaptive Metropolis algorithm with coerced acceptance rate	2011-08-04	Paper
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains	2010-12-27	Paper
https://portal.mardi4nfdi.de/entity/Q5306056	2010-03-29	Paper
Mixing time of the conditional backward sampling particle filter	N/A	Paper

Research outcomes over time

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