Springer, Sebastian; Haario, Heikki; Shemyakin, Vladimir; Kalachev, Leonid; Shchepakin, Denis Robust parameter estimation of chaotic systems. (English) Zbl 1437.37112 Inverse Probl. Imaging 13, No. 6, 1189-1212 (2019). Reviewer: Mohammad Sajid (Buraidah) MSC: 37M22 37M10 62F15 62F86 68U01 37D45 34C28 65C05 93E12 62K25 PDFBibTeX XMLCite \textit{S. Springer} et al., Inverse Probl. Imaging 13, No. 6, 1189--1212 (2019; Zbl 1437.37112) Full Text: DOI
Haario, Heikki; Kallonen, Aki; Laine, Marko; Niemi, Esa; Purisha, Zenith; Siltanen, Samuli Shape recovery for sparse-data tomography. (English) Zbl 1382.65044 Math. Methods Appl. Sci. 40, No. 18, 6649-6669 (2017). MSC: 65D17 65C05 65C40 60J22 92C55 62F15 PDFBibTeX XMLCite \textit{H. Haario} et al., Math. Methods Appl. Sci. 40, No. 18, 6649--6669 (2017; Zbl 1382.65044) Full Text: DOI arXiv
Mbalawata, Isambi S.; Särkkä, Simo; Vihola, Matti; Haario, Heikki Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter. (English) Zbl 1507.62134 Comput. Stat. Data Anal. 83, 101-115 (2015). MSC: 62-08 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{I. S. Mbalawata} et al., Comput. Stat. Data Anal. 83, 101--115 (2015; Zbl 1507.62134) Full Text: DOI arXiv
Bardsley, Johnathan M.; Seppänen, Aku; Solonen, Antti; Haario, Heikki; Kaipio, Jari Randomize-then-optimize for sampling and uncertainty quantification in electrical impedance tomography. (English) Zbl 1381.94010 SIAM/ASA J. Uncertain. Quantif. 3, 1136-1158 (2015). MSC: 94A08 15A29 65F22 65C05 65C60 PDFBibTeX XMLCite \textit{J. M. Bardsley} et al., SIAM/ASA J. Uncertain. Quantif. 3, 1136--1158 (2015; Zbl 1381.94010) Full Text: DOI Link
Särkkä, Simo; Hartikainen, Jouni; Mbalawata, Isambi Sailon; Haario, Heikki Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC. (English) Zbl 1331.65021 Stat. Comput. 25, No. 2, 427-437 (2015). MSC: 65C40 60H10 93E11 93E10 PDFBibTeX XMLCite \textit{S. Särkkä} et al., Stat. Comput. 25, No. 2, 427--437 (2015; Zbl 1331.65021) Full Text: DOI
Bardsley, Johnathan M.; Solonen, Antti; Haario, Heikki; Laine, Marko Randomize-then-optimize: a method for sampling from posterior distributions in nonlinear inverse problems. (English) Zbl 1303.65003 SIAM J. Sci. Comput. 36, No. 4, A1895-A1910 (2014). MSC: 65C60 65C05 65C40 62D05 62C10 PDFBibTeX XMLCite \textit{J. M. Bardsley} et al., SIAM J. Sci. Comput. 36, No. 4, A1895--A1910 (2014; Zbl 1303.65003) Full Text: DOI Link
Mbalawata, Isambi S.; Särkkä, Simo; Haario, Heikki Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. (English) Zbl 1305.65062 Comput. Stat. 28, No. 3, 1195-1223 (2013). MSC: 62-08 PDFBibTeX XMLCite \textit{I. S. Mbalawata} et al., Comput. Stat. 28, No. 3, 1195--1223 (2013; Zbl 1305.65062) Full Text: DOI
Haario, Heikki; Kalachev, Leonid; Laine, Marko Reduction and identification of dynamic models. Simple example: generic receptor model. (English) Zbl 1260.37062 Discrete Contin. Dyn. Syst., Ser. B 18, No. 2, 417-435 (2013). MSC: 37N25 34E15 92B20 PDFBibTeX XMLCite \textit{H. Haario} et al., Discrete Contin. Dyn. Syst., Ser. B 18, No. 2, 417--435 (2013; Zbl 1260.37062) Full Text: DOI
Girolami, Mark; Calderhead, Ben [Sanz-Serna, J. M.; Rasmussen, Carl Edward; Doucet, Arnaud; Jacob, Pierre; Johansen, Adam M.; Honkela, Antti; Guillas, Serge; Barthelmé, Simon; Chopin, Nicolas; Filippone, Maurizio; Critchley, Frank; Friel, N.; Wyse, J.; Stathopoulos, Vassilios; Robert, Christian P.; Fearnhead, Paul; Beskos, A.; Stuart, A. M.; Skilling, John; Anaya-Izquierdo, Karim; Marriott, Paul; Archambeau, Cedric; Bouchard, Guillaume; Beffy, Magali; Bhadra, Anindya; Bornn, Luke; Cornebise, Julien; Campbell, David A.; Cao, Jiguo; Wang, Liangliang; Chin, Siu A.; Coolen, A. C. C.; Peters, Gareth; Cox, D. R.; Draper, David; Dryden, Ian; Eguchi, Shinto; Gelman, Andrew; Golightly, Andrew; Boys, Richard J.; Griffin, Jim; Gripton, Adam; Christie, Mike; Guerrera, Thiago; Rue, Håvard; Simpson, Daniel; Higham, Desmond J.; Holmes, Chris; Husmeier, Dirk; Ikeda, Shiro; Jasra, Ajay; Singh, Sumeetpal; Jupp, Peter; Kypraios, Theodore; Łatuszyński, Krzysztof; Roberts, Gareth O.; Thiéry, Alexandre; Wolny, Katarzyna; Mansinghka, V.; Marin, Jean-Michel; Meng, Xiao-Li; Mira, Antonietta; Haario, Heikki; Murray, Iain; Adams, Ryan Prescott; Parry, Matthew F.; Penny, W. D.; Pettitt, Anthony; Pillai, Natesh S.; Rao, C. R.; Roy, Daniel M.; Salimans, Tim; Schmidl, D.; Theis, F. J.; Sermaidis, Giorgos; Srivastava, Anuj; Stephens, David A.; Titsias, M. K.; Transtrum, Mark K.; Chen, Yanjiun; Machta, Benjamin B.; Sethna, James P.; Gutenkunst, Ryan; Vehtari, Aki; Vanhatalo, Jarno; Welling, Max; Winther, Ole; Opper, Manfred] Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. (English) Zbl 1411.62071 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 2, 123-214 (2011). MSC: 62F15 62H11 65C60 65C05 62-02 PDFBibTeX XMLCite \textit{M. Girolami} and \textit{B. Calderhead}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 2, 123--214 (2011; Zbl 1411.62071) Full Text: DOI
Haario, Heikki; Kalachev, Leonid; Laine, Marko Reduced models of algae growth. (English) Zbl 1173.92033 Bull. Math. Biol. 71, No. 7, 1626-1648 (2009). MSC: 92D40 62P10 65C20 92D25 34D99 37N25 PDFBibTeX XMLCite \textit{H. Haario} et al., Bull. Math. Biol. 71, No. 7, 1626--1648 (2009; Zbl 1173.92033) Full Text: DOI
Haario, Heikki; Saksman, Eero; Tamminen, Johanna Componentwise adaptation for high dimensional MCMC. (English) Zbl 1091.65009 Comput. Stat. 20, No. 2, 265-273 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62-08 65C40 62H25 65C05 62D05 PDFBibTeX XMLCite \textit{H. Haario} et al., Comput. Stat. 20, No. 2, 265--273 (2005; Zbl 1091.65009) Full Text: DOI
Haario, Heikki; Saksman, Eero; Tamminen, Johanna An adaptive Metropolis algorithm. (English) Zbl 0989.65004 Bernoulli 7, No. 2, 223-242 (2001). Reviewer: Ilya S.Molchanov (Glasgow) MSC: 65C40 60J22 PDFBibTeX XMLCite \textit{H. Haario} et al., Bernoulli 7, No. 2, 223--242 (2001; Zbl 0989.65004) Full Text: DOI Link
Haario, Heikki; Saksman, Eero; Tamminen, Johanna Adaptive proposal distribution for random walk Metropolis algorithm. (English) Zbl 0941.62036 Comput. Stat. 14, No. 3, 375-395 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62F99 62P12 65C40 PDFBibTeX XMLCite \textit{H. Haario} et al., Comput. Stat. 14, No. 3, 375--395 (1999; Zbl 0941.62036) Full Text: DOI