Matti Vihola

15 papers A* 1Misc 1Journal 13
YearRankTypeTitle / Venue / Authors
2024 J jnl
Conditional Particle Filters with Bridge Backward Sampling.
J. Comput. Graph. Stat.
Santeri Karppinen, Sumeetpal S. Singh, Matti Vihola
2024 J jnl
Simulating Counterfactuals.
J. Artif. Intell. Res.
Juha Karvanen, Santtu Tikka, Matti Vihola
2023 J jnl
Simulating counterfactuals.
CoRR
Juha Karvanen, Santtu Tikka, Matti Vihola
2021 J jnl
Conditional particle filters with diffuse initial distributions.
Stat. Comput.
Santeri Karppinen, Matti Vihola
2021 J jnl
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions.
SIAM/ASA J. Uncertain. Quantification
Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola
2021 J jnl
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R.
R J.
Jouni Helske, Matti Vihola
2019 J jnl
Graphical model inference: Sequential Monte Carlo meets deterministic approximations.
CoRR
Fredrik Lindsten, Jouni Helske, Matti Vihola
2018 A* conf
Graphical model inference: Sequential Monte Carlo meets deterministic approximations.
NeurIPS
Fredrik Lindsten, Jouni Helske, Matti Vihola
2018 J jnl
Unbiased Estimators and Multilevel Monte Carlo.
Oper. Res.
Matti Vihola
2016 J jnl
Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics.
SIAM J. Control. Optim.
Gersende Fort, Eric Moulines, Amandine Schreck, Matti Vihola
2015 J jnl
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter.
Comput. Stat. Data Anal.
Isambi S. Mbalawata, Simo Särkkä, Matti Vihola, Heikki Haario
2015 J jnl
Quantitative Convergence Rates for Subgeometric Markov Chains.
J. Appl. Probab.
Christophe Andrieu, Gersende Fort, Matti Vihola
2012 J jnl
Robust adaptive Metropolis algorithm with coerced acceptance rate.
Stat. Comput.
Matti Vihola
2010 J jnl
Grapham: Graphical models with adaptive random walk Metropolis algorithms.
Comput. Stat. Data Anal.
Matti Vihola
2002 Misc conf
Two dissimilarity measures for HMMS and their application in phoneme model clustering.
ICASSP
Matti Vihola, Mikko Harju, Petri Salmela, Janne Suontausta, Janne Savela