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06/15/2023
A Recursive Newton Method for Smoothing in Nonlinear State Space Models
In this paper, we use the optimization formulation of nonlinear Kalman f...
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05/05/2023
Fast Dynamic Programming in Trees in the MPC Model
We present a deterministic algorithm for solving a wide range of dynamic...
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03/30/2023
Gaussian-Based Parametric Bijections For Automatic Projection Filters
The automatic projection filter is a recently developed numerical method...
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03/01/2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems
We introduce two new classes of exact Markov chain Monte Carlo (MCMC) sa...
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12/22/2022
Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control
This paper presents a mathematical formulation to perform temporal paral...
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08/17/2022
Metal artifact correction in cone beam computed tomography using synthetic X-ray data
Metal artifact correction is a challenging problem in cone beam computed...
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08/15/2022
Online Pole Segmentation on Range Images for Long-term LiDAR Localization in Urban Environments
Robust and accurate localization is a basic requirement for mobile auton...
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06/29/2022
Parallel square-root statistical linear regression for inference in nonlinear state space models
In this article, we introduce parallel-in-time methods for state and par...
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05/12/2022
Probabilistic Estimation of Chirp Instantaneous Frequency Using Gaussian Processes
We present a probabilistic approach for estimating chirp signal and its ...
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02/04/2022
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother
Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed ...
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01/24/2022
The Coupled Rejection Sampler
We propose a coupled rejection-sampling method for sampling from couplin...
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01/22/2022
Uncertainty-aware deep learning methods for robust diabetic retinopathy classification
Automatic classification of diabetic retinopathy from retinal images has...
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12/16/2021
Multidimensional Projection Filters via Automatic Differentiation and Sparse-Grid Integration
The projection filter is a method for approximating the dynamics of cond...
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12/07/2021
Posterior linearisation smoothing with robust iterations
This paper considers the problem of robust iterative Bayesian smoothing ...
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11/02/2021
Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees
We formulate natural gradient variational inference (VI), expectation pr...
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09/30/2021
Non-linear Gaussian smoothing with Taylor moment expansion
This letter is concerned with solving continuous-discrete Gaussian smoot...
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05/20/2021
Hierarchical Non-Stationary Temporal Gaussian Processes With L^1-Regularization
This paper is concerned with regularized extensions of hierarchical non-...
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05/15/2021
Kalman filtering with empirical noise models
Most Kalman filter extensions assume Gaussian noise and when the noise i...
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04/25/2021
System identification using Bayesian neural networks with nonparametric noise models
System identification is of special interest in science and engineering....
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04/07/2021
Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control
This paper proposes a method for temporal parallelisation of dynamic pro...
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02/19/2021
Temporal Gaussian Process Regression in Logarithmic Time
The aim of this article is to present a novel parallelization method for...
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02/10/2021
Temporal Parallelization of Inference in Hidden Markov Models
This paper presents algorithms for parallelization of inference in hidde...
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02/01/2021
A Probabilistic Taylor Expansion with Applications in Filtering and Differential Equations
We study a class of Gaussian processes for which the posterior mean, for...
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01/31/2021
Parallel Iterated Extended and Sigma-point Kalman Smoothers
The problem of Bayesian filtering and smoothing in nonlinear models with...
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08/11/2020
Deep State-Space Gaussian Processes
This paper is concerned with a state-space approach to deep Gaussian pro...
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07/22/2020
Autonomous Tracking and State Estimation with Generalised Group Lasso
We address the problem of autonomous tracking and state estimation for m...
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06/28/2020
Non-Stationary Multi-layered Gaussian Priors for Bayesian Inversion
In this article, we study Bayesian inverse problems with multi-layered G...
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05/17/2020
Variable Splitting Methods for Constrained State Estimation in Partially Observed Markov Processes
In this letter, we propose a class of efficient, accurate and general me...
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04/17/2020
Continuous-Discrete Filtering and Smoothing on Submanifolds of Euclidean Space
In this paper the issue of filtering and smoothing in continuous discret...
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04/01/2020
Bayesian ODE Solvers: The Maximum A Posteriori Estimate
It has recently been established that the numerical solution of ordinary...
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03/08/2020
Enhancing Industrial X-ray Tomography by Data-Centric Statistical Methods
X-ray tomography has applications in various industrial fields such as s...
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01/29/2020
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
Despite the ubiquity of the Gaussian process regression model, few theor...
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01/08/2020
Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering and Smoothing
The paper is concerned with non-linear Gaussian filtering and smoothing ...
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12/16/2019
On the Convergence of Numerical Integration as a Finite Matrix Approximation to Multiplication Operator
We study the convergence of a family of numerical integration methods wh...
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12/16/2019
Kernel-based interpolation at approximate Fekete points
We construct approximate Fekete point sets for kernel-based interpolatio...
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09/06/2019
Automated Polysomnography Analysis for Detection of Non-Apneic and Non-Hypopneic Arousals using Feature Engineering and a Bidirectional LSTM Network
Objective: The aim of this study is to develop an automated classificati...
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07/13/2019
The Use of Gaussian Processes in System Identification
Gaussian processes are used in machine learning to learn input-output ma...
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05/30/2019
Temporal Parallelization of Bayesian Filters and Smoothers
This paper presents algorithms for the temporal parallelization of Bayes...
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03/20/2019
Iterated Extended Kalman Smoother-based Variable Splitting for L_1-Regularized State Estimation
In this paper, we propose a new framework for solving state estimation p...
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03/01/2019
1D Convolutional Neural Network Models for Sleep Arousal Detection
Sleep arousals transition the depth of sleep to a more superficial stage...
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12/20/2018
On the positivity and magnitudes of Bayesian quadrature weights
This article reviews and studies the properties of Bayesian quadrature w...
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12/12/2018
Kalman-based Spectro-Temporal ECG Analysis using Deep Convolutional Networks for Atrial Fibrillation Detection
In this article, we propose a novel ECG classification framework for atr...
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11/28/2018
Improved Calibration of Numerical Integration Error in Sigma-Point Filters
The sigma-point filters, such as the UKF, which exploit numerical quadra...
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11/23/2018
LSD_2 - Joint Denoising and Deblurring of Short and Long Exposure Images with Convolutional Neural Networks
This paper addresses the challenging problem of acquiring high-quality p...
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10/08/2018
Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective
We formulate probabilistic numerical approximations to solutions of ordi...
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10/01/2018
Inertial-aided Motion Deblurring with Deep Networks
We propose an inertial-aided deblurring method that incorporates gyrosco...
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09/26/2018
Symmetry Exploits for Bayesian Cubature Methods
Bayesian cubature provides a flexible framework for numerical integratio...
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09/15/2018
On stability of a class of filters for non-linear stochastic systems
This article considers stability properties of a broad class of commonly...
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09/13/2018
Gaussian process classification using posterior linearisation
This paper proposes a new algorithm for Gaussian process classification ...
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09/11/2018