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

Research outcomes over time

Doctoral students

Doctoral Student
Jordan Franks

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
country of citizenship	Finland
doctoral advisor	Eero Saksman
doctoral student	Jordan Franks
educated at	University of Jyväskylä
employer	University of Jyväskylä
family name	Vihola
given name	Matti
instance of	human
occupation	statistician
sex or gender	male

This page was built for person: Matti Vihola