Sequential Monte Carlo Methods for State and Parameter Estimation in Stochastic Dynamic Systems

  • Särkkä, Simo (Principal investigator)
  • Bahrami Rad, Ali (Project Member)
  • Hostettler, Roland (Project Member)
  • Sarmavuori, Juha (Project Member)
  • Suotsalo, Kimmo (Project Member)
  • Karvonen, Toni (Project Member)
  • Garcia Fernandez, Angel (Project Member)
  • Raitoharju, Matti (Project Member)

Project Details

StatusFinished
Effective start/end date01/09/201631/08/2018

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  • Gaussian kernel quadrature at scaled Gauss–Hermite nodes

    Karvonen, T. & Särkkä, S., 2019, In: BIT - Numerical Mathematics. p. 877–902 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
    File
    11 Citations (Scopus)
    216 Downloads (Pure)
  • A Bayes–Sard Cubature Method

    Karvonen, T., Oates, C. J. & Särkkä, S., Dec 2018, Advances in Neural Information Processing Systems 31: Proceedings of NIPS2017. Curran Associates Inc., 12 p. (Advances in neural information processing systems; no. 31).

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

    Open Access