Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. - Isambi S. Mbalawata; Simo Särkkä; Heikki Haario (Comput. Stat., 2013)

Weight moment conditions for L4 convergence of particle filters for unbounded test functions. - Isambi S. Mbalawata; Simo Särkkä (EUSIPCO, 2014)

On the L4 convergence of particle filters with general importance distributions. - Isambi S. Mbalawata; Simo Särkkä (ICASSP, 2014)

Determining parameter distribution in within-host severe P. falciparum malaria. - Betty K. Nannyonga; Gasper Godson Mwanga; Heikki Haario; Isambi S. Mbalawata; Matti Heiliö (Biosyst., 2014)

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter. - Isambi S. Mbalawata; Simo Särkkä; Matti Vihola; Heikki Haario (Comput. Stat. Data Anal., 2015)

Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC. - Simo Särkkä; Jouni Hartikainen; Isambi Sailon Mbalawata; Heikki Haario (Stat. Comput., 2015)

Moment conditions for convergence of particle filters with unbounded importance weights. - Isambi S. Mbalawata; Simo Särkkä (Signal Process., 2016)

Analysis of bias in an Ebola epidemic model by extended Kalman filter approach. - Denis Ndanguza; Isambi S. Mbalawata; Heikki Haario; Jean M. Tchuenche (Math. Comput. Simul., 2017)

Mathematical Approach to Investigate Stress due to Control Measures to Curb COVID-19. - James Nicodemus Paul; Silas Steven Mirau; Isambi Sailon Mbalawata (Comput. Math. Methods Medicine, 2022)

Persistence, Extinction, and boundedness in pth moment of hybrid stochastic logistic systems by delay feedback control based on discrete-time observation. - Denis Sospeter Mukama; Mohammad Ghani; Isambi Sailon Mbalawata (Math. Comput. Simul., 2023)