Adaptive online variance estimation in particle filters: the ALVar estimator. - Alessandro Mastrototaro; Jimmy Olsson (Stat. Comput., 2023)

Online Variational Sequential Monte Carlo. - Alessandro Mastrototaro; Jimmy Olsson (ICML, 2024)

Recursive Learning of Asymptotic Variational Objectives. - Alessandro Mastrototaro; Mathias Müller; Jimmy Olsson (AISTATS, 2025)