The following pages link to Simo Särkkä (Q245572):
Displayed 50 items.
- Hilbert space methods for reduced-rank Gaussian process regression (Q91877) (← links)
- (Q589518) (redirect page) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter (Q1623778) (← links)
- Statistical analysis of differential equations: introducing probability measures on numerical solutions (Q1703820) (← links)
- Worst-case optimal approximation with increasingly flat Gaussian kernels (Q1987757) (← links)
- Gaussian kernel quadrature at scaled Gauss-Hermite nodes (Q2009110) (← links)
- Kernel-based interpolation at approximate Fekete points (Q2021778) (← links)
- Correction to: ``Kernel-based interpolation at approximate Fekete points'' (Q2021779) (← links)
- Bayesian ODE solvers: the maximum a posteriori estimate (Q2058726) (← links)
- Deep state-space Gaussian processes (Q2058900) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Symmetry exploits for Bayesian cubature methods (Q2302452) (← links)
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective (Q2302458) (← links)
- On the positivity and magnitudes of Bayesian quadrature weights (Q2302459) (← links)
- A probabilistic model for the numerical solution of initial value problems (Q2329752) (← links)
- Numerical integration as a finite matrix approximation to multiplication operator (Q2423516) (← links)
- Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems (Q2634532) (← links)
- (Q2849820) (← links)
- On Stability of a Class of Filters for Nonlinear Stochastic Systems (Q3300840) (← links)
- Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes (Q4579075) (← links)
- Posterior Linearization Filter: Principles and Implementation Using Sigma Points (Q4580870) (← links)
- Fully Symmetric Kernel Quadrature (Q4607640) (← links)
- Rao–Blackwellized Gaussian Smoothing (Q4614024) (← links)
- Sparse Approximations of Fractional Matérn Fields (Q4637097) (← links)
- Applied Stochastic Differential Equations (Q4644596) (← links)
- Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering (Q4957749) (← links)
- Unscented Rauch--Tung--Striebel Smoother (Q4974194) (← links)
- Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations (Q4974494) (← links)
- On Gaussian Optimal Smoothing of Non-Linear State Space Models (Q4978918) (← links)
- Improved Calibration of Numerical Integration Error in Sigma-Point Filters (Q4990177) (← links)
- Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions (Q5119635) (← links)
- Non-stationary multi-layered Gaussian priors for Bayesian inversion (Q5150818) (← links)
- Probabilistic approach to limited-data computed tomography reconstruction (Q5193500) (← links)
- Gaussian Process Latent Force Models for Learning and Stochastic Control of Physical Systems (Q5223809) (← links)
- Gaussian Target Tracking With Direction-of-Arrival von Mises–Fisher Measurements (Q5238840) (← links)
- Iterated Extended Kalman Smoother-Based Variable Splitting for $L_1$-Regularized State Estimation (Q5240467) (← links)
- Iterated Posterior Linearization Smoother (Q5280393) (← links)
- On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems (Q5282227) (← links)
- Correction to “On Gaussian Optimal Smoothing of Nonlinear State Space Models” [Aug 10 1938-1941] (Q5347796) (← links)
- Fourier-Hermite Kalman Filter (Q5352847) (← links)
- Temporal Parallelization of Bayesian Smoothers (Q5854004) (← links)
- Temporal Parallelization of Inference in Hidden Markov Models (Q5868741) (← links)
- Bayesian Filtering and Smoothing (Q5887504) (← links)
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
- On the convergence of numerical integration as a finite matrix approximation to multiplication operator (Q6046232) (← links)
- Temporal Parallelization of Dynamic Programming and Linear Quadratic Control (Q6092993) (← links)
- System identification using autoregressive Bayesian neural networks with nonparametric noise models (Q6135347) (← links)
- Fourier–Hermite Dynamic Programming for Optimal Control (Q6184470) (← links)
- Adaptive Metropolis Algorithm Using Variational Bayesian Adaptive Kalman Filter (Q6244358) (← links)