Edit Profile (opens in new tab) Särkkä, Simo Co-Author Distance Author ID: sarkka.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 all top 5 Co-Authors 4 single-authored 11 Karvonen, Toni 7 García-Fernández, Ángel F. 6 Tronarp, Filip 5 Zhao, Zheng 4 Hennig, Philipp 4 Mbalawata, Isambi Sailon 3 Corenflos, Adrien 3 Emzir, Muhammad Fuady 3 Haario, Heikki 3 Hartikainen, Jouni 3 Oates, Chris J. 3 Sarmavuori, Juha 3 Svensson, Lennart 2 Hassan, Syeda Sakira 2 Hostettler, Roland 2 Lasanen, Sari 2 Purisha, Zenith 2 Roininen, Lassi 2 Schön, Thomas B. 2 Solin, Arno 2 Tanaka, Ken’ichiro 1 Ala-Luhtala, Juha 1 Álvarez, Mauricio A. 1 Bonnabel, Silvère 1 Bosch, Nathanael 1 Cheded, Lahouari 1 Conrad, Patrick R. 1 Fay, Yvann Le 1 Gao, Rui 1 Girolami, Mark A. 1 Hiltunen, P. 1 Jidling, Carl 1 Kanagawa, Motonobu 1 Kersting, Hans P. 1 Lajunen, A. 1 Lawrence, Neil D. 1 Lyons, Simon M. J. 1 Merkatas, Christos 1 Morelande, Mark R. 1 Moulines, Eric 1 Nissilä, I. 1 Nummenmaa, Aapo 1 Orispää, Mikko 1 Piché, Robert 1 Prüher, Jakub 1 Schober, Michael 1 Sjölund, Jens 1 Sottinen, Tommi 1 Storkey, Amos J. 1 Straka, Ondřej 1 Stuart, Andrew M. 1 Vihola, Matti 1 Wahlström, Niklas 1 Wynne, George 1 Yaghoobi, Fatemeh 1 Zygalakis, Konstantinos C. all top 5 Serials 15 IEEE Transactions on Automatic Control 9 Statistics and Computing 6 IEEE Transactions on Signal Processing 3 Inverse Problems 3 Institute of Mathematical Statistics Textbooks 2 Numerical Algorithms 1 Scandinavian Journal of Statistics 1 BIT 1 Calcolo 1 Journal of Computational and Applied Mathematics 1 SIAM Journal on Control and Optimization 1 Journal of Time Series Analysis 1 Signal Processing 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 SIAM Journal on Scientific Computing 1 Advances in Computational Mathematics 1 Bayesian Analysis 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Fields 21 Statistics (62-XX) 20 Systems theory; control (93-XX) 18 Numerical analysis (65-XX) 14 Probability theory and stochastic processes (60-XX) 8 Information and communication theory, circuits (94-XX) 5 Approximations and expansions (41-XX) 4 Functional analysis (46-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 33 Fields 191 Statistics (62-XX) 182 Systems theory; control (93-XX) 118 Numerical analysis (65-XX) 104 Probability theory and stochastic processes (60-XX) 25 Computer science (68-XX) 25 Biology and other natural sciences (92-XX) 20 Dynamical systems and ergodic theory (37-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Information and communication theory, circuits (94-XX) 13 Partial differential equations (35-XX) 13 Approximations and expansions (41-XX) 11 Ordinary differential equations (34-XX) 11 Operations research, mathematical programming (90-XX) 8 Functional analysis (46-XX) 7 Mechanics of particles and systems (70-XX) 7 Mechanics of deformable solids (74-XX) 6 Fluid mechanics (76-XX) 5 Optics, electromagnetic theory (78-XX) 5 Geophysics (86-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Quantum theory (81-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Special functions (33-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year