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Author ID: sarkka.simo Recent zbMATH articles by "Särkkä, Simo"
Published as: Särkkä, Simo; Särkkä, S.
Documents Indexed: 58 Publications since 2007, including 3 Books and 7 Additional arXiv Preprints
Software Indexed: 2 Packages
Co-Authors: 56 Co-Authors with 54 Joint Publications
1,022 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

43 Publications have been cited 561 times in 446 Documents Cited by Year
Bayesian filtering and smoothing. Zbl 1274.62021
Särkkä, Simo
153
2013
On unscented Kalman filtering for state estimation of continuous-time nonlinear systems. Zbl 1366.93660
Särkkä, Simo
68
2007
Recursive noise adaptive Kalman filtering by variational Bayesian approximations. Zbl 1367.93658
Särkkä, Simo; Nummenmaa, Aapo
50
2009
Statistical analysis of differential equations: introducing probability measures on numerical solutions. Zbl 1384.62082
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
33
2017
Applied stochastic differential equations. Zbl 1467.60043
Särkkä, Simo; Solin, Arno
33
2019
Hilbert space methods for reduced-rank Gaussian process regression. Zbl 1436.62316
Solin, Arno; Särkkä, Simo
26
2020
Unscented Rauch-Tung-Striebel smoother. Zbl 1367.93691
Särkkä, Simo
17
2008
Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective. Zbl 1435.65020
Tronarp, Filip; Kersting, Hans; Särkkä, Simo; Hennig, Philipp
17
2019
A probabilistic model for the numerical solution of initial value problems. Zbl 1505.62361
Schober, Michael; Särkkä, Simo; Hennig, Philipp
16
2019
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions. Zbl 1461.60020
Karvonen, Toni; Wynne, George; Tronarp, Filip; Oates, Chris; Särkkä, Simo
12
2020
Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. Zbl 1305.65062
Mbalawata, Isambi S.; Särkkä, Simo; Haario, Heikki
11
2013
On Gaussian optimal smoothing of non-linear state space models. Zbl 1368.93757
Särkkä, Simo; Hartikainen, Jouni
10
2010
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems. Zbl 1330.93230
Särkkä, Simo; Sottinen, Tommi
9
2008
Fully symmetric kernel quadrature. Zbl 1385.65024
Karvonen, Toni; Särkkä, Simo
8
2018
Fourier-Hermite Kalman filter. Zbl 1369.93650
Sarmavuori, Juha; Särkkä, Simo
8
2012
Bayesian filtering and smoothing. 2nd edition. Zbl 1514.62002
Särkkä, Simo; Svensson, Lennart
8
2023
Gaussian kernel quadrature at scaled Gauss-Hermite nodes. Zbl 1437.65012
Karvonen, Toni; Särkkä, Simo
8
2019
Posterior linearization filter: principles and implementation using sigma points. Zbl 1394.94202
García-Fernández, Ángel F.; Svensson, Lennart; Morelande, Mark R.; Särkkä, Simo
6
2015
On the positivity and magnitudes of Bayesian quadrature weights. Zbl 1435.62029
Karvonen, Toni; Kanagawa, Motonobu; Särkkä, Simo
6
2019
Gaussian process latent force models for learning and stochastic control of physical systems. Zbl 1482.93722
Särkkä, Simo; Álvarez, Mauricio A.; Lawrence, Neil D.
5
2019
Probabilistic approach to limited-data computed tomography reconstruction. Zbl 1480.94008
Purisha, Zenith; Jidling, Carl; Wahlström, Niklas; Schön, Thomas B.; Särkkä, Simo
4
2019
Worst-case optimal approximation with increasingly flat Gaussian kernels. Zbl 07189703
Karvonen, Toni; Särkkä, Simo
4
2020
On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061
Karvonen, Toni; Bonnabel, Silvère; Moulines, Eric; Särkkä, Simo
4
2020
Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers. Zbl 1177.93085
Särkkä, Simo
3
2010
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter. Zbl 1507.62134
Mbalawata, Isambi S.; Särkkä, Simo; Vihola, Matti; Haario, Heikki
3
2015
Deep state-space Gaussian processes. Zbl 1475.62068
Zhao, Zheng; Emzir, Muhammad; Särkkä, Simo
3
2021
Symmetry exploits for Bayesian cubature methods. Zbl 1435.62030
Karvonen, Toni; Särkkä, Simo; Oates, Chris. J.
3
2019
Iterated extended Kalman smoother-based variable splitting for \(L_1\)-regularized state estimation. Zbl 1543.62537
Gao, Rui; Tronarp, Filip; Särkkä, Simo
3
2019
Sparse approximations of fractional Matérn fields. Zbl 1388.35234
Roininen, Lassi; Lasanen, Sari; Orispää, Mikko; Särkkä, Simo
2
2018
Rao-Blackwellized Gaussian smoothing. Zbl 1423.93393
Hostettler, Roland; Särkkä, Simo
2
2019
Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC. Zbl 1331.65021
Särkkä, Simo; Hartikainen, Jouni; Mbalawata, Isambi Sailon; Haario, Heikki
2
2015
Series expansion approximations of Brownian motion for non-linear Kalman filtering of diffusion processes. Zbl 1394.94356
Lyons, Simon M. J.; Särkkä, Simo; Storkey, Amos J.
2
2014
Iterated posterior linearization smoother. Zbl 1366.62046
García-Fernández, Ángel F.; Svensson, Lennart; Särkkä, Simo
2
2017
Bayesian ODE solvers: the maximum a posteriori estimate. Zbl 1475.62061
Tronarp, Filip; Särkkä, Simo; Hennig, Philipp
2
2021
Improved calibration of numerical integration error in sigma-point filters. Zbl 1536.93933
Prüher, Jakub; Karvonen, Toni; Oates, Chris J.; Straka, Ondřej; Särkkä, Simo
2
2021
State space regularization in the nonstationary inverse problem for diffuse optical tomography. Zbl 1211.65121
Hiltunen, P.; Särkkä, S.; Nissilä, I.; Lajunen, A.; Lampinen, J.
1
2011
Correction to “On Gaussian optimal smoothing of nonlinear state space models”. Zbl 1368.93758
Särkkä, Simo; Hartikainen, Jouni
1
2011
Numerical integration as a finite matrix approximation to multiplication operator. Zbl 1503.65050
Sarmavuori, Juha; Särkkä, Simo
1
2019
Temporal parallelization of Bayesian smoothers. Zbl 1536.93953
Särkkä, Simo; García-Fernández, Ángel F.
1
2021
Kernel-based interpolation at approximate Fekete points. Zbl 07340131
Karvonen, Toni; Särkkä, Simo; Tanaka, Ken’ichiro
1
2021
Non-stationary multi-layered Gaussian priors for Bayesian inversion. Zbl 1457.60097
Emzir, Muhammad; Lasanen, Sari; Purisha, Zenith; Roininen, Lassi; Särkkä, Simo
1
2021
Temporal parallelization of inference in hidden Markov models. Zbl 1543.94178
Hassan, Syeda Sakira; Särkkä, Simo; García-Fernández, Ángel F.
1
2021
Taylor moment expansion for continuous-discrete Gaussian filtering. Zbl 1471.93269
Zhao, Zheng; Karvonen, Toni; Hostettler, Roland; Särkkä, Simo
1
2021
Bayesian filtering and smoothing. 2nd edition. Zbl 1514.62002
Särkkä, Simo; Svensson, Lennart
8
2023
Deep state-space Gaussian processes. Zbl 1475.62068
Zhao, Zheng; Emzir, Muhammad; Särkkä, Simo
3
2021
Bayesian ODE solvers: the maximum a posteriori estimate. Zbl 1475.62061
Tronarp, Filip; Särkkä, Simo; Hennig, Philipp
2
2021
Improved calibration of numerical integration error in sigma-point filters. Zbl 1536.93933
Prüher, Jakub; Karvonen, Toni; Oates, Chris J.; Straka, Ondřej; Särkkä, Simo
2
2021
Temporal parallelization of Bayesian smoothers. Zbl 1536.93953
Särkkä, Simo; García-Fernández, Ángel F.
1
2021
Kernel-based interpolation at approximate Fekete points. Zbl 07340131
Karvonen, Toni; Särkkä, Simo; Tanaka, Ken’ichiro
1
2021
Non-stationary multi-layered Gaussian priors for Bayesian inversion. Zbl 1457.60097
Emzir, Muhammad; Lasanen, Sari; Purisha, Zenith; Roininen, Lassi; Särkkä, Simo
1
2021
Temporal parallelization of inference in hidden Markov models. Zbl 1543.94178
Hassan, Syeda Sakira; Särkkä, Simo; García-Fernández, Ángel F.
1
2021
Taylor moment expansion for continuous-discrete Gaussian filtering. Zbl 1471.93269
Zhao, Zheng; Karvonen, Toni; Hostettler, Roland; Särkkä, Simo
1
2021
Hilbert space methods for reduced-rank Gaussian process regression. Zbl 1436.62316
Solin, Arno; Särkkä, Simo
26
2020
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions. Zbl 1461.60020
Karvonen, Toni; Wynne, George; Tronarp, Filip; Oates, Chris; Särkkä, Simo
12
2020
Worst-case optimal approximation with increasingly flat Gaussian kernels. Zbl 07189703
Karvonen, Toni; Särkkä, Simo
4
2020
On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061
Karvonen, Toni; Bonnabel, Silvère; Moulines, Eric; Särkkä, Simo
4
2020
Applied stochastic differential equations. Zbl 1467.60043
Särkkä, Simo; Solin, Arno
33
2019
Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective. Zbl 1435.65020
Tronarp, Filip; Kersting, Hans; Särkkä, Simo; Hennig, Philipp
17
2019
A probabilistic model for the numerical solution of initial value problems. Zbl 1505.62361
Schober, Michael; Särkkä, Simo; Hennig, Philipp
16
2019
Gaussian kernel quadrature at scaled Gauss-Hermite nodes. Zbl 1437.65012
Karvonen, Toni; Särkkä, Simo
8
2019
On the positivity and magnitudes of Bayesian quadrature weights. Zbl 1435.62029
Karvonen, Toni; Kanagawa, Motonobu; Särkkä, Simo
6
2019
Gaussian process latent force models for learning and stochastic control of physical systems. Zbl 1482.93722
Särkkä, Simo; Álvarez, Mauricio A.; Lawrence, Neil D.
5
2019
Probabilistic approach to limited-data computed tomography reconstruction. Zbl 1480.94008
Purisha, Zenith; Jidling, Carl; Wahlström, Niklas; Schön, Thomas B.; Särkkä, Simo
4
2019
Symmetry exploits for Bayesian cubature methods. Zbl 1435.62030
Karvonen, Toni; Särkkä, Simo; Oates, Chris. J.
3
2019
Iterated extended Kalman smoother-based variable splitting for \(L_1\)-regularized state estimation. Zbl 1543.62537
Gao, Rui; Tronarp, Filip; Särkkä, Simo
3
2019
Rao-Blackwellized Gaussian smoothing. Zbl 1423.93393
Hostettler, Roland; Särkkä, Simo
2
2019
Numerical integration as a finite matrix approximation to multiplication operator. Zbl 1503.65050
Sarmavuori, Juha; Särkkä, Simo
1
2019
Fully symmetric kernel quadrature. Zbl 1385.65024
Karvonen, Toni; Särkkä, Simo
8
2018
Sparse approximations of fractional Matérn fields. Zbl 1388.35234
Roininen, Lassi; Lasanen, Sari; Orispää, Mikko; Särkkä, Simo
2
2018
Statistical analysis of differential equations: introducing probability measures on numerical solutions. Zbl 1384.62082
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
33
2017
Iterated posterior linearization smoother. Zbl 1366.62046
García-Fernández, Ángel F.; Svensson, Lennart; Särkkä, Simo
2
2017
Posterior linearization filter: principles and implementation using sigma points. Zbl 1394.94202
García-Fernández, Ángel F.; Svensson, Lennart; Morelande, Mark R.; Särkkä, Simo
6
2015
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter. Zbl 1507.62134
Mbalawata, Isambi S.; Särkkä, Simo; Vihola, Matti; Haario, Heikki
3
2015
Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC. Zbl 1331.65021
Särkkä, Simo; Hartikainen, Jouni; Mbalawata, Isambi Sailon; Haario, Heikki
2
2015
Series expansion approximations of Brownian motion for non-linear Kalman filtering of diffusion processes. Zbl 1394.94356
Lyons, Simon M. J.; Särkkä, Simo; Storkey, Amos J.
2
2014
Bayesian filtering and smoothing. Zbl 1274.62021
Särkkä, Simo
153
2013
Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. Zbl 1305.65062
Mbalawata, Isambi S.; Särkkä, Simo; Haario, Heikki
11
2013
Fourier-Hermite Kalman filter. Zbl 1369.93650
Sarmavuori, Juha; Särkkä, Simo
8
2012
State space regularization in the nonstationary inverse problem for diffuse optical tomography. Zbl 1211.65121
Hiltunen, P.; Särkkä, S.; Nissilä, I.; Lajunen, A.; Lampinen, J.
1
2011
Correction to “On Gaussian optimal smoothing of nonlinear state space models”. Zbl 1368.93758
Särkkä, Simo; Hartikainen, Jouni
1
2011
On Gaussian optimal smoothing of non-linear state space models. Zbl 1368.93757
Särkkä, Simo; Hartikainen, Jouni
10
2010
Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers. Zbl 1177.93085
Särkkä, Simo
3
2010
Recursive noise adaptive Kalman filtering by variational Bayesian approximations. Zbl 1367.93658
Särkkä, Simo; Nummenmaa, Aapo
50
2009
Unscented Rauch-Tung-Striebel smoother. Zbl 1367.93691
Särkkä, Simo
17
2008
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems. Zbl 1330.93230
Särkkä, Simo; Sottinen, Tommi
9
2008
On unscented Kalman filtering for state estimation of continuous-time nonlinear systems. Zbl 1366.93660
Särkkä, Simo
68
2007
all top 5

Cited by 1,022 Authors

21 Kulikova, Maria V.
19 Särkkä, Simo
18 Kulikov, Gennady Yur’evich
12 Karvonen, Toni
10 Oates, Chris J.
8 Girolami, Mark A.
8 Hennig, Philipp
6 Cockayne, Jon
6 Haario, Heikki
6 Liang, Yan
6 Sullivan, Tim
5 Chen, Nan
5 Duník, Jindřich
5 Wang, Xiaoxu
5 Zhao, Shunyi
4 Le Corff, Sylvain
4 Liu, Fei
4 Marzouk, Youssef M.
4 Mbalawata, Isambi Sailon
4 Roininen, Lassi
4 Straka, Ondřej
4 Zhang, Xing
3 Beskos, Alexandros
3 Briol, François-Xavier
3 Bürkner, Paul-Christian
3 Chen, Yunqi
3 Chow, Sy-Miin
3 Crisan, Dan O.
3 Dutra, Dimas Abreu Archanjo
3 Galioto, Nicholas
3 Gorodetsky, Alex Arkady
3 Huang, Biao
3 Huerta, Gabriel
3 Kanagawa, Motonobu
3 Kantas, Nikolas
3 Lie, Han Cheng
3 Mazzolo, Alain
3 Olsson, Jimmy
3 Pronzato, Luc
3 Santin, Gabriele
3 Šimandl, Miroslav
3 Teckentrup, Aretha L.
3 Teixeira, Bruno Otávio Soares
3 Tronarp, Filip
3 Vehtari, Aki
3 Xu, Linfeng
3 Yan, Zhibin
3 Yau, Stephen Shing-Toung
2 Abdulle, Assyr
2 Aguirre, Luis Antonio
2 Apte, Amit
2 Bacci, Giovanni
2 Bartels, Simon
2 Batselier, Kim
2 Burkhart, Michael C.
2 Chandra, Kumar Pakki Bharani
2 Chantasri, Areeya
2 Chernikova, Oksana Sergeevna
2 Chubich, Vladimir Mikhaĭlovich
2 Cole, D. Austin
2 Cui, Haoran
2 de Wiljes, Jana
2 Ding, Feng
2 Duan, Shukai
2 Emzir, Muhammad Fuady
2 Fang, Huazhen
2 Farnoosh, Rahman
2 Forger, Daniel B.
2 Fukumizu, Kenji
2 Garegnani, Giacomo
2 Gloaguen, Pierre
2 Gramacy, Robert B.
2 Gu, Dawei
2 Haasdonk, Bernard
2 Haile, Mulugeta A.
2 Hajrajabi, Arezoo
2 Hansen, Mikkel
2 Harlim, John
2 Hoeting, Jennifer A.
2 Huang, Yulong
2 Imsland, Lars
2 Jasra, Ajay
2 Ji, Ruiping
2 Jiang, Lijian
2 Karniadakis, George Em
2 Kersting, Hans P.
2 Larsen, Kim Guldstrand
2 Lasanen, Sari
2 Latz, Jonas
2 Laverick, Kiarn T.
2 Lee, Chihoon
2 Lee, Wonjung
2 Lehéricy, Luc
2 Li, Jianxun
2 Li, Ke
2 Li, Tiancheng
2 Liu, Gang
2 Liu, Mingyong
2 Liu, Yanfei
2 Lu, ChenXi
...and 922 more Authors
all top 5

Cited in 151 Serials

34 Automatica
31 Statistics and Computing
19 Journal of Computational Physics
15 International Journal of Adaptive Control and Signal Processing
14 International Journal of Robust and Nonlinear Control
12 Journal of the Franklin Institute
12 Computational Statistics and Data Analysis
10 Computer Methods in Applied Mechanics and Engineering
10 SIAM Journal on Scientific Computing
10 SIAM/ASA Journal on Uncertainty Quantification
9 Journal of Machine Learning Research (JMLR)
9 Asian Journal of Control
8 Inverse Problems
7 European Journal of Control
7 IET Control Theory & Applications
6 Chaos
5 Information Sciences
5 Physica D
5 Applied Numerical Mathematics
5 Mathematical Problems in Engineering
5 Communications in Nonlinear Science and Numerical Simulation
5 Electronic Journal of Statistics
4 Psychometrika
4 Mathematics and Computers in Simulation
4 SIAM Journal on Control and Optimization
4 Systems & Control Letters
4 Circuits, Systems, and Signal Processing
4 Nonlinear Dynamics
4 Journal of Computational and Graphical Statistics
3 Applied Mathematics and Computation
3 BIT
3 Neural Computation
3 Applied Mathematical Modelling
3 Automation and Remote Control
3 Bernoulli
3 Dolomites Research Notes on Approximation
3 International Journal of Systems Science. Principles and Applications of Systems and Integration
2 International Journal of Control
2 Scandinavian Journal of Statistics
2 Calcolo
2 Journal of Approximation Theory
2 Journal of Computational and Applied Mathematics
2 SIAM Journal on Numerical Analysis
2 Statistical Science
2 Computational Statistics
2 Communications in Statistics. Simulation and Computation
2 Communications in Statistics. Theory and Methods
2 Journal of Statistical Computation and Simulation
2 SIAM Review
2 Statistical Papers
2 Russian Journal of Numerical Analysis and Mathematical Modelling
2 Advances in Computational Mathematics
2 Discrete Dynamics in Nature and Society
2 Statistical Inference for Stochastic Processes
2 International Journal of Applied Mathematics and Computer Science
2 Stochastics and Dynamics
2 Acta Numerica
2 Journal of Physics A: Mathematical and Theoretical
2 Vestnik Yuzhno-Ural’skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie
2 Science China. Information Sciences
2 Wiley Interdisciplinary Reviews. WIREs Computational Statistics
2 Bayesian Analysis
2 Foundations of Data Science
1 The American Statistician
1 Computer Physics Communications
1 International Journal of General Systems
1 International Journal of Systems Science
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Nonlinearity
1 Physics Reports
1 Mathematics of Computation
1 ACM Transactions on Mathematical Software
1 Biometrics
1 International Economic Review
1 International Journal for Numerical Methods in Engineering
1 Journal of the American Statistical Association
1 Journal of Differential Equations
1 Journal of Statistical Planning and Inference
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Rendiconti del Circolo Matemàtico di Palermo. Serie II
1 Statistica Neerlandica
1 Journal of Time Series Analysis
1 Stochastic Analysis and Applications
1 Statistics
1 Econometric Reviews
1 COMPEL
1 Journal of Economic Dynamics & Control
1 Applied Mathematics Letters
1 MCSS. Mathematics of Control, Signals, and Systems
1 Journal of Scientific Computing
1 Neural Networks
1 Signal Processing
1 Multidimensional Systems and Signal Processing
1 Machine Learning
1 Numerical Algorithms
1 Games and Economic Behavior
1 European Journal of Operational Research
1 International Journal of Computer Mathematics
...and 51 more Serials

Citations by Year