| Publication | Date of Publication | Type |
|---|
| Probabilistic estimation of instantaneous frequencies of chirp signals | 2024-09-12 | Paper |
| Gaussian-based parametric bijections for automatic projection filters | 2024-08-16 | Paper |
| Fourier–Hermite Dynamic Programming for Optimal Control | 2024-01-25 | Paper |
| Parallel-in-Time Probabilistic Numerical ODE Solvers | 2023-10-02 | Paper |
| Temporal Parallelization of Dynamic Programming and Linear Quadratic Control | 2023-09-06 | Paper |
| System identification using autoregressive Bayesian neural networks with nonparametric noise models | 2023-08-24 | Paper |
| On the convergence of numerical integration as a finite matrix approximation to multiplication operator | 2023-05-16 | Paper |
| Bayesian Filtering and Smoothing | 2023-04-12 | Paper |
| Temporal Parallelization of Inference in Hidden Markov Models | 2022-09-23 | Paper |
| The Coupled Rejection Sampler | 2022-01-24 | Paper |
| Deep state-space Gaussian processes | 2021-12-10 | Paper |
| Bayesian ODE solvers: the maximum a posteriori estimate | 2021-12-09 | Paper |
| Non-linear Gaussian smoothing with Taylor moment expansion | 2021-09-30 | Paper |
| Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering | 2021-09-09 | Paper |
| Improved Calibration of Numerical Integration Error in Sigma-Point Filters | 2021-05-28 | Paper |
| Kernel-based interpolation at approximate Fekete points | 2021-04-27 | Paper |
| Correction to: ``Kernel-based interpolation at approximate Fekete points | 2021-04-27 | Paper |
| Temporal Parallelization of Bayesian Smoothers | 2021-03-12 | Paper |
| Non-stationary multi-layered Gaussian priors for Bayesian inversion | 2021-02-15 | Paper |
| Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions | 2020-08-31 | Paper |
| On Stability of a Class of Filters for Nonlinear Stochastic Systems | 2020-07-30 | Paper |
| Worst-case optimal approximation with increasingly flat Gaussian kernels | 2020-04-15 | Paper |
| Hilbert space methods for reduced-rank Gaussian process regression | 2020-02-26 | Paper |
| Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective | 2020-02-26 | Paper |
| Symmetry exploits for Bayesian cubature methods | 2020-02-26 | Paper |
| On the positivity and magnitudes of Bayesian quadrature weights | 2020-02-26 | Paper |
| Kernel-based interpolation at approximate Fekete points | 2019-12-16 | Paper |
| Gaussian kernel quadrature at scaled Gauss-Hermite nodes | 2019-11-27 | Paper |
| Iterated Extended Kalman Smoother-Based Variable Splitting for $L_1$-Regularized State Estimation | 2019-10-28 | Paper |
| Gaussian Target Tracking With Direction-of-Arrival von Mises–Fisher Measurements | 2019-10-28 | Paper |
| A probabilistic model for the numerical solution of initial value problems | 2019-10-18 | Paper |
| Probabilistic approach to limited-data computed tomography reconstruction | 2019-09-20 | Paper |
| Hilbert space methods for reduced-rank Gaussian process regression | 2019-08-05 | Paper |
| Gaussian Process Latent Force Models for Learning and Stochastic Control of Physical Systems | 2019-07-18 | Paper |
| Numerical integration as a finite matrix approximation to multiplication operator | 2019-06-20 | Paper |
| Worst-case optimal approximation with increasingly flat Gaussian kernels | 2019-06-05 | Paper |
| Iterated Extended Kalman Smoother-based Variable Splitting for $L_1$-Regularized State Estimation | 2019-03-20 | Paper |
| Rao–Blackwellized Gaussian Smoothing | 2019-01-28 | Paper |
| Applied Stochastic Differential Equations | 2019-01-08 | Paper |
| Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter | 2018-11-23 | Paper |
| Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes | 2018-08-22 | Paper |
| Posterior Linearization Filter: Principles and Implementation Using Sigma Points | 2018-08-22 | Paper |
| Sparse Approximations of Fractional Matérn Fields | 2018-04-17 | Paper |
| Fully Symmetric Kernel Quadrature | 2018-03-14 | Paper |
| Statistical analysis of differential equations: introducing probability measures on numerical solutions | 2018-03-07 | Paper |
| Fourier-Hermite Kalman Filter | 2017-09-08 | Paper |
| Correction to “On Gaussian Optimal Smoothing of Nonlinear State Space Models” [Aug 10 1938-1941] | 2017-08-25 | Paper |
| On Gaussian Optimal Smoothing of Non-Linear State Space Models | 2017-08-25 | Paper |
| Unscented Rauch--Tung--Striebel Smoother | 2017-08-08 | Paper |
| Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations | 2017-08-08 | Paper |
| On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems | 2017-07-27 | Paper |
| Iterated Posterior Linearization Smoother | 2017-07-27 | Paper |
| Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC | 2016-02-23 | Paper |
| Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems | 2016-02-16 | Paper |
| Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering | 2015-02-18 | Paper |
| Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems | 2014-07-22 | Paper |
| Moment Conditions for Convergence of Particle Filters with Unbounded Importance Weights | 2014-03-26 | Paper |
| Bayesian filtering and smoothing | 2013-09-19 | Paper |
| Adaptive Metropolis Algorithm Using Variational Bayesian Adaptive Kalman Filter | 2013-08-27 | Paper |
| Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers | 2010-01-08 | Paper |
| Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics | N/A | Paper |
