List of works - Matti Vihola

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

scientific article

An Adaptive Parallel Tempering Algorithm

scientific article

Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?

scientific article

Conditional convex orders and measurable martingale couplings

scientific article

Conditional particle filters with diffuse initial distributions

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

scientific article

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

scientific article

Coupled conditional backward sampling particle filter

scientific article

Establishing some order amongst exact approximations of MCMCs

scientific article

Grapham: Graphical models with adaptive random walk Metropolis algorithms

scientific article

Graphical model inference: Sequential Monte Carlo meets deterministic approximations ⬇️

Hierarchical log Gaussian Cox process for regeneration in uneven-aged forests

scientific article

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

scientific article

Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo

scientific article

Markovian stochastic approximation with expanding projections

scientific article

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

scientific article

On the stability and ergodicity of adaptive scaling Metropolis algorithms

scientific article

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

scientific article

On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

scientific article

Prediction of leukocyte counts during paediatric acute lymphoblastic leukaemia maintenance therapy

scientific article published on 02 December 2019

Quantitative Convergence Rates for Subgeometric Markov Chains

scientific article

Rao-blackwellised particle filtering in random set multitarget tracking

scientific article

Robust adaptive Metropolis algorithm with coerced acceptance rate

scientific article

Stochastic order characterization of uniform integrability and tightness

scientific article

Two dissimilarity measures for HMMS and their application in phoneme model clustering

scientific article

Unbiased Estimators and Multilevel Monte Carlo

scientific article

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions

scientific article

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

scientific article

bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R

scientific article published in 2021

List of works by Matti Vihola

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

An Adaptive Parallel Tempering Algorithm

Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?

Conditional convex orders and measurable martingale couplings

Conditional particle filters with diffuse initial distributions

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

Coupled conditional backward sampling particle filter

Establishing some order amongst exact approximations of MCMCs

Grapham: Graphical models with adaptive random walk Metropolis algorithms

Graphical model inference: Sequential Monte Carlo meets deterministic approximations ⬇️

Hierarchical log Gaussian Cox process for regeneration in uneven-aged forests

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo

Markovian stochastic approximation with expanding projections

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

On the stability and ergodicity of adaptive scaling Metropolis algorithms

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

Prediction of leukocyte counts during paediatric acute lymphoblastic leukaemia maintenance therapy

Quantitative Convergence Rates for Subgeometric Markov Chains

Rao-blackwellised particle filtering in random set multitarget tracking

Robust adaptive Metropolis algorithm with coerced acceptance rate

Stochastic order characterization of uniform integrability and tightness

Two dissimilarity measures for HMMS and their application in phoneme model clustering

Unbiased Estimators and Multilevel Monte Carlo

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R