Search Results - "Lindsten, F."
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1
Blocking strategies and stability of particle Gibbs samplers
Published in Biometrika (01-12-2017)“…Sampling from the posterior probability distribution of the latent states of a hidden Markov model is nontrivial even in the context of Markov chain Monte…”
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Journal Article -
2
Divide-and-Conquer With Sequential Monte Carlo
Published in Journal of computational and graphical statistics (03-04-2017)“…We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms…”
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Journal Article -
3
On the use of backward simulation in the particle Gibbs sampler
Published in 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (01-03-2012)“…The particle Gibbs (PG) sampler was introduced in [1] as a way to incorporate a particle filter (PF) in a Markov chain Monte Carlo (MCMC) sampler. The…”
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Conference Proceeding -
4
Adaptive stopping for fast particle smoothing
Published in 2013 IEEE International Conference on Acoustics, Speech and Signal Processing (01-05-2013)“…Particle smoothing is useful for offline state inference and parameter learning in nonlinear/non-Gaussian state-space models. However, many particle smoothers,…”
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Conference Proceeding -
5
A General Framework for Ensemble Distribution Distillation
Published in 2020 IEEE 30th International Workshop on Machine Learning for Signal Processing (MLSP) (01-09-2020)“…Ensembles of neural networks have shown to give better predictive performance and more reliable uncertainty estimates than individual networks. Additionally,…”
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Conference Proceeding -
6
Generalised Active Learning With Annotation Quality Selection
Published in 2023 IEEE 33rd International Workshop on Machine Learning for Signal Processing (MLSP) (17-09-2023)“…In this paper we promote a general formulation of active learning (AL), wherein the typically binary decision to annotate a point or not is extended to…”
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Conference Proceeding -
7
Clustering using sum-of-norms regularization: With application to particle filter output computation
Published in 2011 IEEE Statistical Signal Processing Workshop (SSP) (01-06-2011)“…We present a novel clustering method, formulated as a convex optimization problem. The method is based on over-parameterization and uses a sum-of-norms (SON)…”
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Conference Proceeding -
8
Particle Filtering for Network-Based Positioning Terrestrial Radio Networks
Published in DF&TT 2014 : IET Conference on Data Fusion & Target Tracking 2014 : Algorithms and Applications : 30 April 2014 (2014)“…There is strong interest in positioning in wireless networks, partly to support end user service needs, but also to support network management with…”
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Conference Proceeding -
9
Identification of mixed linear/nonlinear state-space models
Published in 49th IEEE Conference on Decision and Control (CDC) (01-12-2010)“…The primary contribution of this paper is an algorithm capable of identifying parameters in certain mixed linear/nonlinear state-space models, containing…”
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Conference Proceeding