Search Results - "SÄRKKÄ, SIMO"

A probabilistic model for the numerical solution of initial value problems by Schober, Michael, Särkkä, Simo, Hennig, Philipp

“…We study connections between ordinary differential equation (ODE) solvers and probabilistic regression methods in statistics. We provide a new view of…”
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Early oxygen levels contribute to brain injury in extremely preterm infants by Rantakari, Krista, Rinta-Koski, Olli-Pekka, Metsäranta, Marjo, Hollmén, Jaakko, Särkkä, Simo, Rahkonen, Petri, Lano, Aulikki, Lauronen, Leena, Nevalainen, Päivi, Leskinen, Markus J., Andersson, Sture

“…Background Extremely low gestational age newborns (ELGANs) are at risk of neurodevelopmental impairments that may originate in early NICU care. We hypothesized…”
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Hilbert space methods for reduced-rank Gaussian process regression by Solin, Arno, Särkkä, Simo

“…This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance…”
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Fourier-Hermite Dynamic Programming for Optimal Control by Hassan, Syeda Sakira, Sarkka, Simo

“…In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier-Hermite…”
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A survey of Monte Carlo methods for parameter estimation by Luengo, David, Martino, Luca, Bugallo, Mónica, Elvira, Víctor, Särkkä, Simo

“…Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are…”
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Spacing Vector and Varying Distance Constrained Positioning Using Dual Feet-Mounted IMUs by Ma, Xiaofeng, Sarkka, Simo

“…The zero velocity update (ZUPT) offers an effective correction method for sensor drift in indoor positioning systems using foot-mounted inertial measurement…”
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Bayesian ODE solvers: the maximum a posteriori estimate by Tronarp, Filip, Särkkä, Simo, Hennig, Philipp

“…There is a growing interest in probabilistic numerical solutions to ordinary differential equations. In this paper, the maximum a posteriori estimate is…”
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Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering by Zhao, Zheng, Karvonen, Toni, Hostettler, Roland, Sarkka, Simo

“…This article is concerned with Gaussian filtering in nonlinear continuous-discrete state-space models. We propose a novel Taylor moment expansion (TME)…”
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On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems by Sarkka, S.

“…This paper considers the application of the unscented Kalman filter (UKF) to continuous-time filtering problems, where both the state and measurement processes…”
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Rao-Blackwellized Particle Filter Using Noise Adaptive Kalman Filter for Fully Mixing State-Space Models by Badar, Tabish, Sarkka, Simo, Zhao, Zheng, Visala, Arto

“…This article proposes a Rao-Blackwellized particle filter (RBPF) for fully mixing state-space models that replace the Kalman filter within the RBPF method with…”
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Iterated Extended Kalman Smoother-Based Variable Splitting for L1-Regularized State Estimation by Gao, Rui, Tronarp, Filip, Sarkka, Simo

“…In this paper, we propose a new framework for solving state estimation problems with an additional sparsity-promoting L 1 -regularizer term. We first formulate…”
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Online pole segmentation on range images for long-term LiDAR localization in urban environments by Dong, Hao, Chen, Xieyuanli, Särkkä, Simo, Stachniss, Cyrill

“…Robust and accurate localization is a basic requirement for mobile autonomous systems. Pole-like objects, such as traffic signs, poles, and lamps are…”
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System identification using autoregressive Bayesian neural networks with nonparametric noise models by Merkatas, Christos, Särkkä, Simo

“…System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic…”
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Multidimensional projection filters via automatic differentiation and sparse-grid integration by Emzir, Muhammad Fuady, Zhao, Zheng, Särkkä, Simo

“…•We use automatic differentiation and sparse-grid integration to automate the construction of the projection filter.•We present methods for constructing…”
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Gaussian kernel quadrature at scaled Gauss–Hermite nodes by Karvonen, Toni, Särkkä, Simo

“…This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids…”
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Unscented Rauch--Tung--Striebel Smoother by Sarkka, S.

“…This note considers the application of the unscented transform to optimal smoothing of nonlinear state-space models. In this note, a new Rauch-Tung-Striebel…”
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On the convergence of numerical integration as a finite matrix approximation to multiplication operator by Sarmavuori, Juha, Särkkä, Simo

“…We study the convergence of a family of numerical integration methods where the numerical integration is formulated as a finite matrix approximation to a…”
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Iterative statistical linear regression for Gaussian smoothing in continuous-time non-linear stochastic dynamic systems by Tronarp, Filip, Särkkä, Simo

“…•Statistical linear regression for stochastic differential equations.•New Gaussian smoothers for non-linear continuous-discrete state space…”
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Deep state-space Gaussian processes by Zhao, Zheng, Emzir, Muhammad, Särkkä, Simo

“…This paper is concerned with a state-space approach to deep Gaussian process (DGP) regression. We construct the DGP by hierarchically putting transformed…”
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Modeling and Interpolation of the Ambient Magnetic Field by Gaussian Processes by Solin, Arno, Kok, Manon, Wahlstrom, Niklas, Schon, Thomas B., Sarkka, Simo

“…Anomalies in the ambient magnetic field can be used as features in indoor positioning and navigation. By using Maxwell's equations, we derive and present a…”
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