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/...
E-post
[email protected]
Telefonnummer
+358505124393
Forskningsgrupp
- Helsinki Institute for Information Technology (HIIT)
- Sensor Informatics and Medical Technology
Publikationer
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
Parallel-in-Time Probabilistic Solutions for Time-Dependent Nonlinear Partial Differential Equations
Sahel Iqbal, Hany Abdulsamad, Tripp Cator, Ulisses Braga-Neto, Simo Särkkä
2024
2024 IEEE 34th International Workshop on Machine Learning for Signal Processing (MLSP)
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
Polynomial Chaos Expansion Based Rauch-Tung-Striebel Smoothers
Kundan Kumar, Simo Särkkä
2024
FUSION 2024 - 27th International Conference on Information Fusion
Risk-Sensitive Filtering under False Data Injection Attacks
Kundan Kumar, Muhammad Iqbal, Simo Sarkka
2024
2024 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems, MFI 2024
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
Stacked iterated posterior linearization filter
Matti Raitoharju, Ángel F. García-Fernández, Simo Ali-Löytty, Simo Särkkä
2024
FUSION 2024 - 27th International Conference on Information Fusion
Deep learning based projection domain metal segmentation for metal artifact reduction in cone beam computed tomography
Harshit Agrawal, Ari Hietanen, Simo Sarkka
2023
IEEE Access
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
On the convergence of numerical integration as a finite matrix approximation to multiplication operator
Juha Sarmavuori, Simo Särkkä
2023
Calcolo
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
Sound-source position tracking from direction-of-arrival measurements: Application to distributed first-order spherical microphone arrays
Christoph Hold, Archontis Politis, Simo Särkkä
2022
ICA 2022 Proceedings
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
Iterative statistical linear regression for Gaussian smoothing in continuous-time non-linear stochastic dynamic systems
Filip Tronarp, Simo Särkkä
2019
Signal Processing
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
Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems
Juha Ala-Luhtala, Simo Särkkä, Robert Piche
2015
Signal Processing
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
Combining particle MCMC with Rao-Blackwellized Monte Carlo data association for parameter estimation in multiple target tracking
Juho Kokkala, Simo Särkkä
2015
Digital Signal Processing
On the (non-)convergence of particle filters with Gaussian importance distributions
Juho Kokkala, Simo Särkkä
2015
IFAC-PapersOnLine
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
贝叶斯滤波与平滑 (Bayesian filtering and smoothing)
Simo Särkkä
2015
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
On convergence and accuracy of state-space approximations of squared exponential covariance functions
Simo Särkkä, Robert Piche
2014
MLSP, Reims, syys 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
Probabilistic Initiation and Termination for MEG Multiple Dipole Localization Using Sequential Monte Carlo Methods
Xi Chen, Simo Särkkä, Simon Godsill
2013
FUSION 2013
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
Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data
Arno Solin, Simo Särkkä
2013
Physical Review E
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
Bayesian Filtering and Smoothing
Simo Särkkä
2013
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
Continuous-Time and Continuous-Discrete-Time Unscented Rauch-Tung-Striebel Smoothers
Simo Särkkä
2010
Signal Processing
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
Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous - Time Non-Linear Systems
Simo Särkkä, Tommi Sottinen
2008
Bayesian Analysis
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
On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations
Simo Särkkä
2006
Cambridge, Syyskuu 2006
Rao-Blackwellized Particle Filter for Tracking Unknown Number of Targets in Clutter
Simo Särkkä, Aki Vehtari, Jouko Lampinen
2005
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