Matti Vihola

According to our database, Matti Vihola authored at least 12 papers between 2002 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Simulating counterfactuals.

Juha Karvanen, Santtu Tikka, Matti Vihola

CoRR, 2023

2021

Conditional particle filters with diffuse initial distributions.

Santeri Karppinen, Matti Vihola

Stat. Comput., 2021

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

Jouni Helske, Matti Vihola

R J., 2021

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions.

Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola

SIAM/ASA J. Uncertain. Quantification, 2021

2018

Unbiased Estimators and Multilevel Monte Carlo.

Matti Vihola

Oper. Res., 2018

Graphical model inference: Sequential Monte Carlo meets deterministic approximations.

Fredrik Lindsten, Jouni Helske, Matti Vihola

Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

2016

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics.

Gersende Fort, Eric Moulines, Amandine Schreck, Matti Vihola

SIAM J. Control. Optim., 2016

2015

Quantitative Convergence Rates for Subgeometric Markov Chains.

Christophe Andrieu, Gersende Fort, Matti Vihola

J. Appl. Probab., 2015

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter.

Isambi S. Mbalawata, Simo Särkkä, Matti Vihola, Heikki Haario

Comput. Stat. Data Anal., 2015

2012

Robust adaptive Metropolis algorithm with coerced acceptance rate.

Matti Vihola

Stat. Comput., 2012

2010

Grapham: Graphical models with adaptive random walk Metropolis algorithms.

Matti Vihola

Comput. Stat. Data Anal., 2010

2002

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

Matti Vihola, Mikko Harju, Petri Salmela, Janne Suontausta, Janne Savela

Proceedings of the IEEE International Conference on Acoustics, 2002