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Parallel square-root statistical linear regression for inference in
  nonlinear state space models
v1v2 (latest)

Parallel square-root statistical linear regression for inference in nonlinear state space models

29 June 2022
F. Yaghoobi
Adrien Corenflos
Sakira Hassan
Simo Särkkä
ArXiv (abs)PDFHTML

Papers citing "Parallel square-root statistical linear regression for inference in nonlinear state space models"

4 / 4 papers shown
Title
Parallel state estimation for systems with integrated measurements
Parallel state estimation for systems with integrated measurements
F. Yaghoobi
Simo Särkkä
25
0
0
01 Oct 2024
Numerically Robust Fixed-Point Smoothing Without State Augmentation
Numerically Robust Fixed-Point Smoothing Without State Augmentation
Nicholas Krämer
82
2
0
30 Sep 2024
Parallel-in-Time Probabilistic Numerical ODE Solvers
Parallel-in-Time Probabilistic Numerical ODE Solvers
Nathanael Bosch
Adrien Corenflos
F. Yaghoobi
Filip Tronarp
Philipp Hennig
Simo Särkkä
54
3
0
02 Oct 2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems
Adrien Corenflos
Simo Särkkä
72
0
0
01 Mar 2023
1