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2102.00514
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Parallel Iterated Extended and Sigma-point Kalman Smoothers
IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2021
31 January 2021
F. Yaghoobi
Adrien Corenflos
Sakira Hassan
Simo Särkkä
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Papers citing
"Parallel Iterated Extended and Sigma-point Kalman Smoothers"
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Parallel state estimation for systems with integrated measurements
IEEE Signal Processing Letters (SPL), 2024
F. Yaghoobi
Simo Särkkä
123
1
0
01 Oct 2024
Parallel-in-Time Probabilistic Numerical ODE Solvers
Journal of machine learning research (JMLR), 2023
Nathanael Bosch
Adrien Corenflos
F. Yaghoobi
Filip Tronarp
Philipp Hennig
Simo Särkkä
227
6
0
02 Oct 2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems
Adrien Corenflos
Simo Särkkä
363
0
0
01 Mar 2023
Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control
IEEE Transactions on Automatic Control (TAC), 2022
Simo Särkkä
Á. F. García-Fernández
191
0
0
22 Dec 2022
Parallel square-root statistical linear regression for inference in nonlinear state space models
SIAM Journal on Scientific Computing (SISC), 2022
F. Yaghoobi
Adrien Corenflos
Sakira Hassan
Simo Särkkä
294
10
0
29 Jun 2022
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother
Journal of machine learning research (JMLR), 2022
Adrien Corenflos
Nicolas Chopin
Simo Särkkä
198
8
0
04 Feb 2022
Linear-Time Probabilistic Solutions of Boundary Value Problems
Nicholas Kramer
Philipp Hennig
334
1
0
14 Jun 2021
Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control
IEEE Transactions on Automatic Control (IEEE TAC), 2021
Simo Särkkä
Á. F. García-Fernández
202
16
0
07 Apr 2021
Temporal Gaussian Process Regression in Logarithmic Time
Fusion (Fusion), 2021
Adrien Corenflos
Zheng Zhao
Simo Särkkä
275
4
0
19 Feb 2021
Temporal Parallelization of Inference in Hidden Markov Models
IEEE Transactions on Signal Processing (IEEE TSP), 2021
S. S. Hassan
Simo Särkkä
Á. F. García-Fernández
TPM
138
16
0
10 Feb 2021
1
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