Matti Vihola
Jyväskylän yliopisto
H-index: 19
Europe-Finland
Top articles of Matti Vihola
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Mixing time of the conditional backward sampling particle filter | arXiv preprint arXiv:2312.17572 | Joona Karjalainen Anthony Lee Sumeetpal S Singh Matti Vihola | 2023/12/29 |
On the forgetting of particle filters | Joona Karjalainen Anthony Lee Sumeetpal S. Singh Matti Vihola | 2023/9 | |
Conditional particle filters with bridge backward sampling | Journal of Computational and Graphical Statistics | Santeri Karppinen Sumeetpal S Singh Matti Vihola | 2023/7 |
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers | arXiv preprint arXiv:2307.03460 | Alain Durmus Samuel Gruffaz Miika Kailas Eero Saksman Matti Vihola | 2023/7/7 |
Simulating counterfactuals | arXiv preprint arXiv:2306.15328 | Juha Karvanen Santtu Tikka Matti Vihola | 2023/6/27 |
On resampling schemes for particle filters with weakly informative observations | Annals of Statistics | Nicolas Chopin Sumeetpal S Singh Tom\'as Soto Matti Vihola | 2022/12 |
Identifying territories using presence-only citizen science data: An application to the Finnish wolf population | Ecological Modelling | Santeri Karppinen Tuomas Rajala Samu Mäntyniemi Ilpo Kojola Matti Vihola | 2022/10/1 |
Hierarchical log Gaussian Cox process for regeneration in uneven-aged forests | Environmental and Ecological Statistics | Mikko Kuronen Aila Särkkä Matti Vihola Mari Myllymäki | 2022/3 |
Unbiased inference for discretely observed hidden Markov model diffusions | SIAM/ASA Journal on Uncertainty Quantification | Neil K Chada Jordan Franks Ajay Jasra Kody J Law Matti Vihola | 2021 |
Conditional particle filters with diffuse initial distributions | Statistics and Computing | Santeri Karppinen Matti Vihola | 2021/5 |
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R | R Journal | Jouni Helske Matti Vihola | 2021/12 |
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo | Scandinavian Journal of Statistics | Matti Vihola Jouni Helske Jordan Franks | 2020 |
Coupled conditional backward sampling particle filter | Annals of Statistics | Anthony Lee Sumeetpal S. Singh Matti Vihola | 2019 |
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance | Stochastic Processes and their Applications | Jordan Franks Matti Vihola | 2020/10/1 |
On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction | Biometrika | Matti Vihola Jordan Franks | 2020/6/1 |
Co-Authors
