Simo Särkkä

Simo Särkkä

Professor
Department of Electrical Engineering and Automation
Professor

Dr. Särkkä is a Professor in Sensor informatics and medical technology at the Department of Electrical Engineering and Automation (EEA) at Aalto University. His research interests are in multi-sensor data processing systems with applications in location sensing, health and medical technology, machine learning, inverse problems, and brain imaging.

Full researcher profile
https://research.aalto.fi/...
Phone number
+358505124393

Research groups

  • Helsinki Institute for Information Technology (HIIT)
  • Sensor Informatics and Medical Technology

Publications

Utilizing U-Net Architectures with Auxiliary Information for Scatter Correction in CBCT Across Different Field-of-View Settings

Harshit Agrawal, Ari Hietanen, Simo Särkkä 2024 Medical Imaging 2024: Physics of Medical Imaging

Rao-Blackwellized Particle Filter using Noise Adaptive Kalman Filter for Fully Mixing State-Space Models

Tabish Badar, Simo Sarkka, Zheng Zhao, Arto Visala 2024 IEEE Transactions on Aerospace and Electronic Systems

Parallel-in-Time Probabilistic Numerical ODE Solvers

Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi, Filip Tronarp, Philipp Hennig, Simo Särkkä 2024 Journal of Machine Learning Research

Quantum-assisted Hilbert-space Gaussian process regression

Ahmad Farooq, Cristian A. Galvis-Florez, Simo Särkkä 2024 Physical Review A

Nesting Particle Filters for Experimental Design in Dynamical Systems

Sahel Iqbal, Adrien Corenflos, Simo Särkkä, Hany Abdulsamad 2024 Proceedings of Machine Learning Research

Joint use of a low thermal resolution thermal camera and an RGB camera for respiration measurement

Zaeed Khan, Matias Rusanen, Miika Arvonen, Timo Leppanen, Simo Sarkka 2024 IEEE Transactions on Instrumentation and Measurement

Spacing Vector and Varying Distance Constrained Positioning Using Dual Feet-Mounted IMUs

Xiaofeng Ma, Simo Sarkka 2024 IEEE Transactions on Instrumentation and Measurement

A Gibbs Sampler for Bayesian Nonparametric State-Space Models

Christos Merkatas, Simo Särkkä 2024 2024 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2024 - Proceedings

A virtual anti-scatter grid for multi-energy photon counting detector systems

Zenith Purisha, Alexander Winkler, Muhammad Emzir, Roland Hostettler, Panja Luukka, Simo Särkkä 2024 Physica Scripta

Online pole segmentation on range images for long-term LiDAR localization in urban environments

Hao Dong, Xieyuanli Chen, Simo Särkkä, Cyrill Stachniss 2023 Robotics and Autonomous Systems

Gaussian-Based Parametric Bijections for Automatic Projection Filters

Muhammad F. Emzir, Zheng Zhao, Lahouari Cheded, Simo Sarkka 2023 IEEE Transactions on Automatic Control

Multidimensional projection filters via automatic differentiation and sparse-grid integration

Muhammad Fuady Emzir, Zheng Zhao, Simo Särkkä 2023 Signal Processing

Single Qubit State Estimation on NISQ Devices with Limited Resources and SIC-POVMs

Cristian A. Galvis-Florez, Daniel Reitzner, Simo Särkkä 2023 Proceedings - 2023 IEEE International Conference on Quantum Computing and Engineering, QCE 2023

Rao-Blackwellized Monte Carlo Data Association With Deep Metric For Object Tracking

Ajinkya Gorad, Simo Särkkä 2023 Proceedings of the 2023 IEEE 33rd International Workshop on Machine Learning for Signal Processing, MLSP 2023

Vessel Bearing Estimation Using Visible and Thermal Imaging

Ajinkya Gorad, Syeda Sakira Hassan, Simo Särkkä 2023 Image Analysis - 23rd Scandinavian Conference, SCIA 2023, Proceedings

Fast Dynamic Programming in Trees in the MPC Model

Chetan Gupta, Rustam Latypov, Yannic Maus, Shreyas Pai, Simo Särkkä, Jan Studený, Jukka Suomela, Jara Uitto, Hossein Vahidi 2023 SPAA 2023 - Proceedings of the 35th ACM Symposium on Parallelism in Algorithms and Architectures

Fourier-Hermite Dynamic Programming for Optimal Control

Syeda Sakira Hassan, Simo Sarkka 2023 IEEE Transactions on Automatic Control

Indoor Positioning Methods Based on Dual Feet-Mounted IMUs With Distance Constraints

Xiaofeng Ma, Simo Särkkä 2023 Proceedings of the 2023 13th International Conference on Indoor Positioning and Indoor Navigation, IPIN 2023

System identification using autoregressive Bayesian neural networks with nonparametric noise models

Christos Merkatas, Simo Särkkä 2023 Journal of Time Series Analysis

Nonparametric modeling of the composite effect of multiple nutrients on blood glucose dynamics

Arina Odnoblyudova, Caglar Hizli, ST John, Anne Juuti, Simo Särkkä, Kirsi Pietiläinen, Pekka Marttinen 2023 Proceedings of the 3rd Machine Learning for Health Symposium

Bayesian Filtering and Smoothing

Simo Särkkä, Lennart Svensson 2023

On The Temporal Parallelisation of The Viterbi Algorithm

Simo Särkkä, Angel F. García-Fernández 2023 31st European Signal Processing Conference, EUSIPCO 2023 - Proceedings

Temporal Parallelization of Dynamic Programming and Linear Quadratic Control

Simo Särkkä, Angel F. Garcia-Fernandez 2023 IEEE Transactions on Automatic Control

Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees

William Wilkinson, Simo Särkkä, Arno Solin 2023 Journal of Machine Learning Research

A Recursive Newton Method for Smoothing in Nonlinear State Space Models

Fatemeh Yaghoobi, Hany Abdulsamad, Simo Särkkä 2023 31st European Signal Processing Conference, EUSIPCO 2023 - Proceedings

Probabilistic Estimation of Instantaneous Frequencies of Chirp Signals

Zheng Zhao, Simo Sarkka, Jens Sjolund, Thomas B. Schon 2023 IEEE Transactions on Signal Processing

De-Sequentialized Monte Carlo: a parallel-in-time particle smoother

Adrien Corenflos, Simo Särkkä, Nicolas Chopin 2022 Journal of Machine Learning Research

Temporal Gaussian Process Regression in Logarithmic Time

Adrien Corenflos, Zheng Zhao, Simo Sarkka 2022 2022 25th International Conference on Information Fusion, FUSION 2022

Fast optimize-and-sample method for differentiable Galerkin approximations of multi-layered Gaussian process priors

Muhammad F. Emzir, Niki A. Loppi, Zheng Zhao, Syeda S. Hassan, Simo Sarkka 2022 2022 25th International Conference on Information Fusion, FUSION 2022

Autonomous Tracking and State Estimation With Generalized Group Lasso

Rui Gao, Simo Särkkä, Rubén Claveria-Vega, Simon Godsill 2022 IEEE Transactions on Cybernetics

Uncertainty-Aware Deep Learning Methods for Robust Diabetic Retinopathy Classification

Joel Jaskari, Jaakko Sahlsten, Theodoros Damoulas, Jeremias Knoblauch, Simo Sarkka, Leo Karkkainen, Kustaa Hietala, Kimmo K. Kaski 2022 IEEE Access

Multispectral photon-counting for medical imaging and beam characterization — A project review

S. Kirschenmann, M. Bezak, S. Bharthuar, E. Brücken, M. Emzir, M. Golovleva, A. Gädda, M. Kalliokoski, A. Karadzhinova-Ferrer, A. Karjalainen, P. Koponen, N. Kramarenko, P. Luukka, J. Ott, H. Petrow, T. Siiskonen, S. Särkkä, J. Tikkanen, R. Turpeinen, A. Winkler 2022 Nuclear Instruments and Methods in Physics Research, Section A: Accelerators, Spectrometers, Detectors and Associated Equipment

Posterior linearisation filter for non-linear state transformation noises

Matti Raitoharju, Roland Hostettler, Simo Sarkka 2022 2022 25th International Conference on Information Fusion, FUSION 2022

Guest Editorial

Simo Särkkä, Lassi Roininen, Manon Kok, Roland Hostettler, Andreas Hauptmann 2022 Journal of Signal Processing Systems

MLSP 2020 Special Issue

Simo Särkkä, Lassi Roininen, Manon Kok, Roland Hostettler, Andreas Hauptmann 2022 Journal of Signal Processing Systems

Sensors and AI Techniques for Situational Awareness in Autonomous Ships

Sarang Thombre, Zheng Zhao, Henrik Ramm-Schmidt, Jose M. Vallet Garcia, Tuomo Malkamäki, Sergey Nikolskiy, Toni Hammarberg, Hiski Nuortie, M. Zahidul H. Bhuiyan, Simo Särkkä, Ville V. Lehtola 2022 IEEE Transactions on Intelligent Transportation Systems

Continuous-Discrete Filtering and Smoothing on Submanifolds of Euclidean Space

F. Tronarp, S. Särkkä 2022 2022 25th International Conference on Information Fusion (FUSION)

Non-linear Gaussian smoothing with Taylor moment expansion

Zheng Zhao, Simo Särkkä 2022 IEEE Signal Processing Letters

Metal artifact reduction in cone-beam extremity images using gated convolutions

Harshit Agrawal, Ari Hietanen, Simo Särkkä 2021 Proceedings of the IEEE 18th International Symposium on Biomedical Imaging, ISBI 2021

Nationwide infection control strategy lowered seasonal respiratory infection rate: occupational health care perspective during the COVID-19 epidemic in Finland

Miika Arvonen, Paavo Raittinen, Oskar Niemenoja, Pauliina Ilmonen, Sari Riihijärvi, Simo Särkkä, Lauri Viitasaari 2021 Infectious Diseases

Temporal Parallelization of Inference in Hidden Markov Models

Syeda Sakira Hassan, Simo Särkkä, Ángel García-Fernández 2021 IEEE Transactions on Signal Processing

Multiobjective model-based optimization of diesel injection rate profile by machine learning methods

Eero Immonen, Mika Lauren, Lassi Roininen, Simo Särkkä 2021 Proceedings of 14th Annual IEEE International Systems Conference, SYSCON 2020

Real-Time Tracking of Multiple Acoustical Sources Utilising Rao-Blackwellised Particle Filtering

Leo McCormack, Archontis Politis, Simo Särkkä, Ville Pulkki 2021 29th European Signal Processing Conference, EUSIPCO 2021

Kalman filtering with empirical noise models

Matti Raitoharju, Henri Nurminen, Demet Cilden-Guler, Simo Särkkä 2021 Proceedings of International Conference on Localization and GNSS, ICL-GNSS 2021

Early oxygen levels contribute to brain injury in extremely preterm infants

Krista Rantakari, Olli Pekka Rinta-Koski, Marjo Metsäranta, Jaakko Hollmén, Simo Särkkä, Petri Rahkonen, Aulikki Lano, Leena Lauronen, Päivi Nevalainen, Markus J. Leskinen, Sture Andersson 2021 Pediatric Research

Gaussian Approximations of SDES in Metropolis-Adjusted Langevin Algorithms

Simo Särkkä, Christos Merkatas, Toni Karvonen 2021 2021 IEEE 31st International Workshop on Machine Learning for Signal Processing, MLSP 2021

Temporal Parallelization of Bayesian Smoothers

Simo Särkkä, Angel F. Garcıa-Fernandez 2021 IEEE Transactions on Automatic Control

Use of Gaussian Processes in System Identification

Simo Särkkä 2021 Encyclopedia of Systems and Control

Bayesian ODE solvers

Filip Tronarp, Simo Särkkä, Philipp Hennig 2021 STATISTICS AND COMPUTING

Parallel iterated extended and sigma-point Kalman smoothers

Fatemeh Yaghoobi, Adrien Corenflos, Sakira Hassan, Simo Särkkä 2021 Proceedings of IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2021

Deep state-space Gaussian processes

Zheng Zhao, Muhammad Emzir, Simo Särkkä 2021 STATISTICS AND COMPUTING

Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering

Zheng Zhao, Toni Karvonen, Roland Hostettler, Simo Särkkä 2021 IEEE Transactions on Automatic Control

Respiratory Pattern Recognition from Low-Resolution Thermal Imaging

Salla Aario, Ajinkya Gorad, Miika Arvonen, Simo Särkkä 2020 Proceedings of the 28th European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning, ESANN 2020

Multispectral photon-counting for medical imaging and beam characterization

Erik Brücken, S. Bharthuar, M. Emzir, M. Golovleva, A. Gädda, R. Hostettler, J. Härkönen, S. Kirschenmann, V. Litichevskyi, P. Luukka, L. Martikainen, Tiina Naaranoja, I. Nincǎ, J. Ott, H. Petrow, Z. Purisha, Teemu Siiskonen, S. Särkkä, Joonas Tikkanen, Tuure Tuuva, A. Winkler 2020 Journal of Instrumentation

Non-stationary multi-layered Gaussian priors for Bayesian inversion

Muhammad Emzir, Sari Lasanen, Zenith Purisha, Lassi Roininen, Simo Särkkä 2020 Inverse Problems

Augmented sigma-point lagrangian splitting method for sparse nonlinear state estimation

Rui Gao, Simo Särkkä 2020 28th European Signal Processing Conference, EUSIPCO 2020 - Proceedings

Variable Splitting Methods for Constrained State Estimation in Partially Observed Markov Processes

Rui Gao, Filip Tronarp, Simo Särkkä 2020 IEEE Signal Processing Letters

Parameter estimation in non-linear state-space models by automatic differentiation of non-linear kalman filters

Ajinkya Gorad, Zheng Zhao, Simo Särkkä 2020 Proceedings of the 2020 IEEE 30th International Workshop on Machine Learning for Signal Processing, MLSP 2020

Importance Densities for Particle Filtering Using Iterated Conditional Expectations

Roland Hostettler, Filip Tronarp, Angel F. Garcia-Fernandez, Simo Sarkka 2020 IEEE Signal Processing Letters

Neural Network Based Identification of Fuel Injection Rate Profiles for Diesel Engines

Eero Immonen, Mika Lauren, Lassi Roininen, Simo Särkkä 2020 Proceedings of the 9th International Conference on Industrial Technology and Management, ICITM 2020

Machine Learning Methods for Neonatal Mortality and Morbidity Classification

Joel Jaskari, Janne Myllarinen, Markus Leskinen, Ali Bahrami Rad, Jaakko Hollmén, Sture Andersson, Simo Sarkka 2020 IEEE Access

Kernel-based interpolation at approximate Fekete points

Toni Karvonen, Simo Särkkä, Ken’ichiro Tanaka 2020 NUMERICAL ALGORITHMS

Maximum likelihood estimation and uncertainty quantification for gaussian process approximation of deterministic functions

Toni Karvonen, George Wynne, Filip Tronarp, Chris Oates, Simo Särkkä 2020 SIAM/ASA Journal on Uncertainty Quantification

On Stability of a Class of Filters for Nonlinear Stochastic Systems

Toni Karvonen, Silvere Bonnabel, Eric Moulines, Simo Särkkä 2020 SIAM Journal on Control and Optimization

Worst-case optimal approximation with increasingly flat Gaussian kernels

Toni Karvonen, Simo Särkkä 2020 Advances in Computational Mathematics

A survey of Monte Carlo methods for parameter estimation

David Luengo, Luca Martino, Mónica Bugallo, Víctor Elvira, Simo Särkkä 2020 Eurasip Journal on Advances in Signal Processing

Improved Calibration of Numerical Integration Error in Sigma-Point Filters

Jakub Prüher, Toni Karvonen, Chris J. Oates, Ondrej Straka, Simo Särkkä 2020 IEEE Transactions on Automatic Control

Gaussian mixture models for signal mapping and positioning

M. Raitoharju, Á.F. García-Fernández, R. Hostettler, R. Piché, S. Särkkä 2020 Signal Processing

Enhancing industrial X-ray tomography by data-centric statistical methods

Jarkko Suuronen, Muhammad Emzir, Sari Lasanen, Simo Särkkä, Lassi Roininen 2020 Data-Centric Engineering

Levenberg-marquardt and line-search extended kalman smoothers

Simo Särkkä, Lennart Svensson 2020 Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020

RSS Models for Respiration Rate Monitoring

Hüseyin Yiǧitler, Ossi Kaltiokallio, Roland Hostettler, Alemayehu Solomon Abrar, Riku Jäntti, Neal Patwari, Simo Särkkä 2020 IEEE Transactions on Mobile Computing

Kalman-based Spectro-Temporal ECG Analysis using Deep Convolutional Networks for Atrial Fibrillation Detection

Zheng Zhao, Simo Särkkä, Ali Bahrami Rad 2020 Journal of Signal Processing Systems

State-space Gaussian Process for Drift Estimation in Stochastic Differential Equations

Zheng Zhao, Filip Tronarp, Roland Hostettler, Simo Särkkä 2020 Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020

Hilbert-Space Reduced-Rank Methods for Deep Gaussian Processes

Muhammad F. Emzir, Sari Lasanen, Zenith Purisha, Simo Särkkä 2019 Proceedings of the 29th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2019

Iterated Extended Kalman Smoother-Based Variable Splitting for L-1-Regularized State Estimation

Rui Gao, Filip Tronarp, Simo Särkkä 2019 IEEE Transactions on Signal Processing

Regularized State Estimation and Parameter Learning Via Augmented Lagrangian Kalman Smoother Method

Rui Gao, Filip Tronarp, Zheng Zhao, Simo Särkkä 2019 Proceedings of the 29th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2019

Gaussian process classification using posterior linearization

Angel F. Garcia-Fernandez, Filip Tronarp, Simo Särkkä 2019 IEEE Signal Processing Letters

Gaussian Target Tracking With Direction-of-Arrival von Mises–Fisher Measurements

Ángel F. García-Fernández, Filip Tronarp, Simo Särkkä 2019 IEEE Transactions on Signal Processing

Rao-Blackwellized Posterior Linearization Backward SLAM

Ángel F. García-Fernández, Roland Hostettler, Simo Särkkä 2019 IEEE Transactions on Vehicular Technology

Joint Calibration of Inertial Sensors and Magnetometers using von Mises-Fisher Filtering and Expectation Maximization

Roland Hostettler, Angel F. Fernandez, Filip Tronarp, Simo Sarkka 2019 Proceedings of the 22nd International Conference on Information Fusion, FUSION 2019

Rao-Blackwellized Gaussian Smoothing

Roland Hostettler, Simo Särkkä 2019 IEEE Transactions on Automatic Control

Rejection-Sampling-Based Ancestor Sampling for Particle Gibbs

Roland Hostettler, Simo Särkkä 2019 Proceedings of the 29th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2019

Asymptotics of Maximum Likelihood Parameter Estimates for Gaussian Processes

Toni Karvonen, Filip Tronarp, Simo Särkkä 2019 Proceedings of the 29th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2019

Bounds on the Covariance Matrix of a Class of Kalman-Bucy Filters for Systems with Non-Linear Dynamics

Toni Karvonen, Silvere Bonnabel, Simo Särkkä, Eric Moulines 2019 Proceedings of 57th IEEE Conference on Decision and Control, CDC 2018

Gaussian kernel quadrature at scaled Gauss–Hermite nodes

Toni Karvonen, Simo Särkkä 2019 BIT - Numerical Mathematics

On the positivity and magnitudes of Bayesian quadrature weights

Toni Karvonen, Motonobu Kanagawa, Simo Särkkä 2019 STATISTICS AND COMPUTING

Symmetry exploits for Bayesian cubature methods

Toni Karvonen, Simo Särkkä, Chris J. Oates 2019 STATISTICS AND COMPUTING

Millimeter-wave imaging method based on frequency-diverse subarrays

Mikko K. Leino, Juha Ala-Laurinaho, Zenith Purisha, Simo Särkkä, Ville Viikari 2019 GSMM 2019 - 12th Global Symposium on Millimeter Waves, Proceeding

Gyroscope-aided motion deblurring with deep networks

Janne Mustaniemi, Juho Kannala, Simo Särkkä, Jiri Matas, Janne Heikkilä 2019 Proceedings of the 2019 IEEE Winter Conference on Applications of Computer Vision, WACV 2019

Probabilistic approach to limited-data computed tomography reconstruction

Zenith Purisha, Carl Jidling, Niklas Wahlstrom, Thomas B. Schön, Simo Särkkä 2019 Inverse Problems

Partitioned Update Binomial Gaussian Mixture Filter

Matti Raitoharju, Angel F. Garcia-Fernandez, Simo Sarkka 2019 Proceedings of the 22nd International Conference on Information Fusion, FUSION 2019

Numerical integration as a finite matrix approximation to multiplication operator

Juha Sarmavuori, Simo Särkkä 2019 Journal of Computational and Applied Mathematics

A probabilistic model for the numerical solution of initial value problems

Michael Schober, Simo Särkkä, Philipp Hennig 2019 STATISTICS AND COMPUTING

Hilbert space methods for reduced-rank Gaussian process regression

Arno Solin, Simo Särkkä 2019 STATISTICS AND COMPUTING

Applied Stochastic Differential Equations

Simo Särkkä, Arno Solin 2019

Gaussian Process Latent Force Models for Learning and Stochastic Control of Physical Systems

Simo Särkkä, Mauricio A. Alvarez, Neil D. Lawrence 2019 IEEE Transactions on Automatic Control

Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering

Filip Tronarp, Hans Kersting, Simo Särkkä, Philipp Hennig 2019 STATISTICS AND COMPUTING

Student's t-Filters for Noise Scale Estimation

Filip Tronarp, Toni Karvonen, Simo Särkkä 2019 IEEE Signal Processing Letters

Updates in Bayesian Filtering by Continuous Projections on a Manifold of Densities

Filip Tronarp, Simo Sarkka 2019 44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019; Brighton; United Kingdom; 12-17 May 2019 : Proceedings

Combined Analysis-L1 and Total Variation ADMM with Applications to MEG Brain Imaging and Signal Reconstruction

Rui Gao, Filip Tronarp, Simo Särkkä 2018 Proceedings of the 26th European Signal Processing Conference, EUSIPCO 2018

Cooperative localization using posterior linearization belief propagation

Angel F. Garcia-Fernandez, Lennart Svensson, Simo Särkkä 2018 IEEE Transactions on Vehicular Technology

Variational Bayesian adaptation of noise covariances in multiple target tracking problems

Soheil Sadat Hosseini, Mohsin M. Jamali, Simo Särkkä 2018 Measurement: Journal of the International Measurement Confederation

Modeling the Drift Function in Stochastic Differential Equations using Reduced Rank Gaussian Processes

Roland Hostettler, Filip Tronarp, Simo Särkkä 2018 18th IFAC Symposium on System Identification, SYSID 2018

Motion Artifact Reduction in Ambulatory Electrocardiography Using Inertial Measurement Units and Kalman Filtering

Roland Hostettler, Tuomas Lumikari, Lauri Palva, Tuomo Nieminen, Simo Särkkä 2018 Proceedings of the 21st International Conference on Information Fusion, FUSION 2018

A Bayes–Sard Cubature Method

Toni Karvonen, Chris J. Oates, Simo Särkkä 2018 Advances in Neural Information Processing Systems 31

Fully symmetric kernel quadrature

Toni Karvonen, Simo Särkkä 2018 SIAM Journal on Scientific Computing

Fast Motion Deblurring for Feature Detection and Matching Using Inertial Measurements

Janne Mustaniemi, Juho Kannala, Simo Särkkä, Jiri Matas, Janne Heikkilä 2018 2018 24th International Conference on Pattern Recognition (ICPR)

Gaussian process classification for prediction of in-hospital mortality among preterm infants

Olli Pekka Rinta-Koski, Simo Särkkä, Jaakko Hollmén, Markus Leskinen, Sture Andersson 2018 Neurocomputing

Sparse Approximations of Fractional Matérn Fields

Lassi Roininen, Sari Lasanen, Mikko Orispää, Simo Särkkä 2018 Scandinavian Journal of Statistics

Modeling and Interpolation of the Ambient Magnetic Field by Gaussian Processes

Arno Solin, Manon Kok, Niklas Wahlstrom, Thomas B. Schon, Simo Sarkka 2018 IEEE Transactions on Robotics

On-line Bayesian parameter estimation in electrocardiogram state space models

Kimmo Suotsalo, Simo Särkkä 2018 2018 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2018 - Proceedings

Continuous-Discrete von Mises-Fisher Filtering on S2 for Reference Vector Tracking

Filip Tronarp, Roland Hostettler, Simo Särkkä 2018 Proceedings of the 21st International Conference on Information Fusion, FUSION 2018

Iterative Filtering and Smoothing In Non-Linear and Non-Gaussian Systems Using Conditional Moments

Filip Tronarp, Angel Garcia Fernandez, Simo Särkkä 2018 IEEE Signal Processing Letters

Mixture representation of the matérn class with applications in state space approximations and Bayesian quadrature

Filip Tronarp, Toni Karvonen, Simo Särkkä 2018 Proceedings of the 2018 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2018

Non-Linear Continuous-Discrete Smoothing by Basis Function Expansions of Brownian Motion

Filip Tronarp, Simo Särkkä 2018 Proceedings of the 21st International Conference on Information Fusion, FUSION 2018

Tracking of dynamic functional connectivity from MEG data with Kalman filtering

Filip Tronarp, Narayan Puthanmadam Subramaniyam, Simo Särkkä, Lauri Parkkonen 2018 Proceedings of the 40th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, EMBC 2018

Automatic Sleep Arousal Detection Using State Distance Analysis in Phase Space

Morteza Zabihi, Ali Bahrami Rad, Simo Sarkka, Serkan Kiranyaz, Aggelos K. Katsaggelos, Moncef Gabbouj 2018 Computing in Cardiology Conference, CinC 2018

Spectro-Temporal ECG Analysis for Atrial Fibrillation Detection

Zheng Zhao, Simo Särkkä, Ali Bahrami Rad 2018 2018 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2018

Statistical analysis of differential equations

Patrick R. Conrad, Mark Girolami, Simo Särkkä, Andrew Stuart, Konstantinos Zygalakis 2017 STATISTICS AND COMPUTING

Iterated posterior linearisation smoother

Angel Garcia Fernandez, Lennart Svensson, Simo Särkkä 2017 IEEE Transactions on Automatic Control

Parallelizable sparse inverse formulation Gaussian processes (SpInGP)

Alexander Grigorevskiy, Neil Lawrence, Simo Särkkä 2017 2017 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2017 - Proceedings

Rao-Blackwellized Particle MCMC for Parameter Estimation in Spatio-Temporal Gaussian Processes

Roland Hostettler, Simo Särkkä, Simon J. Godsill 2017 Proceedings of the 27th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2017

RSS-based respiratory rate monitoring using periodic Gaussian processes and Kalman filtering

Roland Hostettler, Ossi Kaltiokallio, Yusein Ali, Simo Särkkä, Riku Jäntti 2017 25th European Signal Processing Conference (EUSIPCO)

Classical quadrature rules via Gaussian processes

Toni Karvonen, Simo Särkkä 2017 Proceedings of 27th IEEE International Workshop on Machine Learning for Signal Processing, MLSP2017

Where is physiological noise lurking in k-space?

Toni Karvonen, Arno Solin, Angel Garcia Fernandez, Filip Tronarp, Simo Särkkä, Fa-Hsuan Lin 2017

Inertial-based scale estimation for structure from motion on mobile devices

Janne Mustaniemi, Juho Kannala, Simo Särkkä, Jiri Matas, Janne Heikkila 2017 2017 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS)

Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise

Jakub Prüher, Filip Tronarp, Toni Karvonen, Simo Särkkä, Ondrej Straka 2017 20th International Conference on Information Fusion, Fusion 2017 - Proceedings

Prediction of major complications affecting very low birth weight infants

Olli-Pekka Rinta-Koski, Simo Särkkä, Jaakko Hollmen, Markus Leskinen, Krista Rantakari, Sture Andersson 2017 2017 IEEE LIFE SCIENCES CONFERENCE (LSC)

Prediction of preterm infant mortality with Gaussian process classification

Olli-Pekka Rinta-Koski, Simo Särkkä, Jaakko Hollmen, Sture Andersson 2017 Proceedings of 25th European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning

Expectation–maximization algorithm with a nonlinear kalman smoother for MEG/EEG connectivity estimation

Narayan Puthanmadam Subramaniyam, Filip Tronarp, Simo Särkkä, Lauri Parkkonen 2017 EMBEC and NBC 2017 - Joint Conference of the European Medical and Biological Engineering Conference EMBEC 2017 and the Nordic-Baltic Conference on Biomedical Engineering and Medical Physics, NBC 2017

A linear stochastic state space model for electrocardiograms

Kimmo Suotsalo, Simo Särkkä 2017 Proceedings of 27th IEEE International Workshop on Machine Learning for Signal Processing, MLSP2017

Detecting Malignant Ventricular Arrhythmias in Electrocardiograms by Gaussian Process Classification

Kimmo Suotsalo, Simo Särkkä 2017 Proceedings of 27th IEEE International Workshop on Machine Learning for Signal Processing, MLSP2017

IMU and magnetometer modeling for smartphone-based PDR

Roland Hostettler, Simo Särkkä 2016 2016 International Conference on Indoor Positioning and Indoor Navigation, IPIN 2016

Approximate state-space Gaussian processes via spectral transformation

Toni Karvonen, Simo Särkkä 2016 Proceedings of the 2016 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2016

Fourier–Hermite series for stochastic stability analysis of non-linear Kalman filters

Toni Karvonen, Simo Särkkä 2016 Proceedings of the 19th International Conference on Information Fusion, FUSION 2016

Sigma-Point Filtering and Smoothing Based Parameter Estimation in Nonlinear Dynamic Systems

Juho Kokkala, Arno Solin, Simo Särkkä 2016 Journal of Advances in Information Fusion

Rao-Blackwellized Particle Smoothers for Conditionally Linear Gaussian Models

Fredrik Lindsten, Pete Bunch, Simo Särkkä, Thomas B. Schön, Simon J. Godsill 2016 IEEE Journal of Selected Topics in Signal Processing

Moment conditions for convergence of particle filters with unbounded importance weights

Isambi S. Mbalawata, Simo Särkkä 2016 Signal Processing

On the use of gradient information in Gaussian process quadratures

Jakub Pruher, Simo Särkkä 2016 Proceedings of the 26th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2016

Terrain navigation in the magnetic landscape

Arno Solin, Simo Särkkä, Juho Kannala, Esa Rahtu 2016 2016 European Navigation Conference, ENC 2016

Computationally efficient Bayesian learning of Gaussian process state space models

Andreas Svensson, Arno Solin, Simo Särkkä, Thomas B. Schön 2016 Proceedings of the Nineteenth International Conference on Artificial Intelligence and Statistics (AISTATS)

Nonlinear state space model identification using a regularized basis function expansion

Andreas Svensson, Thomas B. Schön, Arno Solin, Simo Särkkä 2016 2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2015

On the LP-convergence of a Girsanov theorem based particle filter

Simo Särkkä, Eric Moulines 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016

On the relation between Gaussian process quadratures and sigma-point methods

Simo Särkkä, Jouni Hartikainen, Lennart Svensson, Fredrik Sandblom 2016 Journal of Advances in Information Fusion

Sigma-Point Filtering for Nonlinear Systems with Non-Additive Heavy-Tailed Noise

Filip Tronarp, Roland Hostettler, Simo Särkkä 2016 Proceedings of the 19th International Conference on Information Fusion, FUSION 2016

Batch nonlinear continuous-time trajectory estimation as exactly sparse Gaussian process regression

Sean Anderson, Timothy D. Barfoot, Chi Hay Tong, Simo Särkkä 2015 Autonomous Robots

Pedestrian Localization in Moving Platforms Using Dead Reckoning, Particle Filtering and Map Matching

Jayaprasad Bojja, Jussi Collin, Simo Särkkä, Jarmo Takala 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Brisbane, Australia, 19-24 April 2015

A Bayesian Particle Filtering Method For Brain Source Localisation

Xi Chen, Simo Särkkä, Simon Godsill 2015 Digital Signal Processing

Posterior Linearization Filter: Principles and Implementation Using Sigma Points

Angel F. Garcia-Fernandez, Lennart Svensson, Mark R. Morelande, Simo Särkkä 2015 IEEE Transactions on Signal Processing

Split-Gaussian Particle Filter

Juho Kokkala, Simo Särkkä 2015 23rd European Signal Processing Conference (EUSIPCO'15), Nice, France, 31st August - 4th September 2015

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

Isambi S. Mbalawata, Simo Särkkä, Matti Vihola, Heikki Haario 2015 Computational Statistics and Data Analysis

State Space Methods for Efficient Inference in Student-t Process Regression

Arno Solin, Simo Särkkä 2015 18th International Conference on Artificial Intelligence and Statistics (AISTATS), San Diego, CA, USA, May 9-12, 2015

Adaptive Kalman Filtering and Smoothing for Gravitation Tracking in Mobile Systems

Simo Särkkä, Ville Tolvanen, Juho Kannala, Esa Rahtu 2015 International Conference on Indoor Positioning and Indoor Navigation (IPIN), Banff, Alberta, Canada, October 13-16, 2015

Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC

Simo Särkkä, Jouni Hartikainen, Isambi Sailon Mbalawata, Heikki Haario 2015 STATISTICS AND COMPUTING

Batch Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression.

Tim Barfoot, Chi Tong, Simo Särkkä 2014 Robotics: Science and Systems Conference, Berkeley, California, USA.

Expectation Maximization Based Parameter Estimation by Sigma-Point and Particle Smoothing

Juho Kokkala, Arno Solin, Simo Särkkä 2014 The 17th International Conference on Information Fusion (FUSION), Salamanca, Spain, July 7-10, 2014

Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes

Simon M.J. Lyons, Simo Särkkä, Amos J. Storkey 2014 IEEE Transactions on Signal Processing

On The L4 Convergence of Particle Filters with General Importance Distributions

Isambi Mbalawata, Simo Särkkä 2014 2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), May 4-9, 2014

Weight Moment Conditions for L4 Convergence of Particle Filters for Unbounded Test Functions.

Isambi Mbalawata, Simo Särkkä 2014 EUSIPCO, Portugali, syys 2014

Catching Physiological Noise: Comparison of DRIFTER in Image and k-Space

Arno Solin, Simo Särkkä, Aapo Nummenmaa, Aki Vehtari, Fa-Hsuan Lin 2014 ISMRM 2014, 22nd Annual Meeting & Exhibition, Milan, Italy

Explicit Link Between Periodic Covariance Functions and State Space Models

Arno Solin, Simo Särkkä 2014 Seventeenth International Conference on Artifcial Intelligence and Statistics (AISTATS), Reykjavik, Iceland

Gaussian Quadratures for State Space Approximation of Scale Mixtures of Squared Exponential Covariance Functions

Arno Solin, Simo Särkkä 2014 International Workshop on Machine Learning for Signal Processing (MLSP). Reims, France

The 10th annual MLSP competition: First place

Arno Solin, Simo Särkkä 2014 International Workshop on Machine Learning for Signal Processing (MLSP). Reims, France

Gaussian Process Quadratures in Nonlinear Sigma-Point Filtering and Smoothing

SImo Särkkä, Jouni Hartikainen, Lennart Svensson, Fredrik Sandblom 2014 Fusion, Espanja, heinä 2014

RFID-based butterfly location sensing system

Simo Särkkä, Ville Viikari, Kaarle Jaakkola 2014 2014 Proceedings of the 22nd European Signal Processing Conference, EUSIPCO 2014

Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering

Isambi S. Mbalawata, Simo Särkkä, Heikki Haario 2013 Computational Statistics

Timefrequency dynamics of brain connectivity by stochastic oscillator models and Kalman filtering

Arno Solin, Enrico Glerean, Simo Särkkä 2013 The 19th Annual Meeting of the Organization for Human Brain Mapping, Seattle, WA, USA

Volumetric space-time structure of physiological noise in BOLD fMRI

Arno Solin, Simo Särkkä, Aapo Nummenmaa, Aki Vehtari, Toni Auranen, Simo Vanni, Fa-Hsuan Lin 2013 ISMRM 21st Annual Meeting & Exhibition, 20 - 26 April 2013, Salt Lake City, UT, USA

Continuous-Space Gaussian Process Regression and Generalized Wiener Filtering with Application to Learning Curves

Simo Särkkä, Arno Solin 2013 IMAGE ANALYSIS, SCIA 2013: 18TH SCANDINAVIAN CONFERENCE, Espoo, Finland

Gaussian filtering and smoothing for continuous-discrete dynamic systems

Simo Särkkä, Juha Sarmavuori 2013 Signal Processing

Non-Linear Noise Adaptive Kalman Filtering via Variational Bayes

Simo Särkkä, Jouni Hartikainen 2013 Machine Learning for Signal Processing (MLSP) 2013.

Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing

Simo Särkkä, Arno Solin, Jouni Hartikainen 2013 IEEE Signal Processing Magazine

State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction

Jouni Hartikainen, Mari Seppänen, Simo Särkkä 2012 The 29th International Conference on Machine Learning (ICML 2012), University of Edinburgh, Scotland, from June 26 to July 1 2012

The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes

Simon M.J. Lyons, Amos J Storkey, Simo Särkkä 2012 Advances in Neural Information Processing Systems (NIPS 2012), Lake Tahoe, Nevada, United States, December 3-6, 2012

Recursive Outlier-Robust Filtering and Smoothing for Nonlinear Systems Using the Multivariate Student-t Distribution

Robert Piche, Simo Särkkä, Jouni Hartikainen 2012 IEEE International Workshop on Machine Learning for Signal Processing, Santander, Spain, September 23-26, 2012

Fourier-Hermite Kalman Filter

Juha Sarmavuori, Simo Särkkä 2012 IEEE Transactions on Automatic Control

Fourier-Hermite Rauch-Tung-Striebel Smoother

Juha Sarmavuori, Simo Särkkä 2012 EUSIPCO European Signal Processing Conference (EUSIPCO), Bucharest, Romania, August 27-31, 2012

A Backward-Simulation Based Rao-Blackwellized Particle Smoother for Conditionally Linear Gaussian Models

Simo Särkkä, Pete Bunch, Simon J. Godsill 2012 SYSID 2012, 16th IFAC Symposium on System Identification Brussels, Belgium

Dynamic retrospective filtering of physiological noise in BOLD fMRI: DRIFTER

S. Särkkä, A. Solin, A. Nummenmaa, A. Vehtari, T. Auranen, S. Vanni, F.-H. Lin 2012 NeuroImage

Identification of Spatio-Temporal Oscillatory Signal Structure in Cerebral Hemodynamics Using DRIFTER.

S. Särkkä, A. Solin, A. Nummenmaa, A. Vehtari, T. Auranen, S. Vanni, F.-H. Lin 2012 ISMRM 20th Annual Meeting & Exhibition, 5 - 11 May 2012, Melbourne, Australia

Infinite-Dimensional Kalman Filtering Approach to Spatio-Temporal Gaussian Process Regression

Simo Särkkä, Jouni Hartikainen 2012 AISTATS 2012: Fifteenth International Conference on Artificial Intelligence and Statistics April 21-23, 2012, La Palma, Canary Islands

On Continuous-Discrete Cubature Kalman Filtering

Simo Särkkä, Arno Solin 2012 Sysid 2012, 16th IFAC Symposium on System Identification Brussels

Phase-Based UHF RFID Tracking with NonLinear Kalman Filtering and Smoothing

Simo Särkkä, Ville Viikari, Miika Huusko, Kaarle Jaakkola 2012 IEEE Sensors Journal

Sequential Inference for Latent Force Models

Jouni Hartikainen, Simo Särkkä 2011 Proceedings of The 27th Conference on Uncertainty in Artificial Intelligence (UAI 2011), Barcelona, Spain, July 14-17, 2011

Sparse Spatio-Temporal Gaussian Processes with General Likelihoods

Jouni Hartikainen, Jaakko Riihimäki, Simo Särkkä 2011 International Conference on Artificial Neural Networks (ICANN)

State space regularization in the nonstationary inverse problem for diffuse optical tomography

P. Hiltunen, S. Särkkä, I. Nissilä, A. Lajunen, J. Lampinen 2011 Inverse Problems

Accurate Discretization of Analog Audio Filters with Application to Parametric Equalizer Design

Simo Särkkä, Antti Huovilainen 2011 IEEE Transactions on Audio Speech and Language Processing

Dynamical statistical modeling of physiological noise for fast BOLD fMRI

S. Särkkä, A. Nummenmaa, A. Solin, A. Vehtari, T. Witzel, T. Auranen, S. Vanni, M.S. Hämäläinen, F-H. Lin 2011 ISMRM 19th Annual Meeting & Exhibition, 7-13 May 2011, Montreal

Learning Curves for Gaussian Processes via Numerical Cubature Integration

Simo Särkkä 2011 International Conference on Artificial Neural Networks (ICANN), Espoo, Finland, June 14-17, 2011

Linear Operators and Stochastic Partial Differential Equations in Gaussian Process Regression

Simo Särkkä 2011 International Conference on Artificial Neural Networks (ICANN), Espoo, Finland, June 14-17, 2011

Kalman Filtering and Smoothing Solutions to Temporal Gaussian Process Regression Models

Jouni Hartikainen, Simo Särkkä 2010 MLSP IEEE International Workshop on Machine Learning for Signal Processing (MLSP), Kittilä, 29.8-1.9.2010

On Gaussian Optimal Smoothing of Non-Linear State Space Models

Simo Särkkä, Jouni Hartikainen 2010 IEEE Transactions on Automatic Control

Sigma Point Methods in Optimal Smoothing of Non-Linear Stochastic State Space Models

Simo Särkkä, Jouni Hartikainen 2010 MLSP IEEE International Workshop on Machine Learning for Signal Processing (MLSP), Kittilä, 29.8-1.9.2010

Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations

Särkkä Särkkä 2009 IEEE Transactions on Automatic Control

Unscented Rauch-Tung-Striebel smoother

Simo Särkkä 2008 IEEE Transactions on Automatic Control

CATS benchmark time series prediction by Kalman smoother with cross-validated noise density

Simo Särkkä, Aki Vehtari, Jouko Lampinen 2007 Neurocomputing

On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

Simo Särkkä 2007 IEEE Transactions on Automatic Control

Prediction of ESTSP Competition Time Series by Unscented Kalman Filter and RTS Smoother

Simo Särkkä, Aki Vehtari, Jouko Lampinen 2007 European Symposium on Time Series Prediction (ESTSP´07)

Rao-Blackwellized Particle Filter for Multiple Target Tracking

Simo Särkkä, Aki Vehtari, Jouko Lampinen 2007 Information Fusion

Probabilistic methods in multiple target tracking - Review and bibliography

Simo Särkkä, Toni Tamminen, Aki Vehtari, Jouko Lampinen 2004

Rao-Blackwellized Monte Carlo Data Association for Multiple Target Tracking

Simo Särkkä, Aki Vehtari, Jouko Lampinen 2004 Seventh International Conference on Information Fusion

Time series prediction by Kalman smoother with cross validated noise density

Simo Särkkä, Aki Vehtari, Jouko Lampinen 2004 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS

FBM tools for Matlab 6.x, Version 1.0

Simo Särkkä, Aki Vehtari 2003

MCMC Diagnostics for Matlab 6.x

Simo Särkkä, Aki Vehtari 2003

On MCMC sampling in Bayesian MLP neural networks

Aki Vehtari, Simo Särkkä, Jouko Lampinen 2000 IJCNN 2000: PROCEEDINGS OF THE IEEE-INNS-ENNS INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS