Two dissimilarity measures for HMMS and their application in phoneme model clustering. - Matti Vihola; Mikko Harju; Petri Salmela; Janne Suontausta; Janne Savela (ICASSP, 2002)

Grapham: Graphical models with adaptive random walk Metropolis algorithms. - Matti Vihola (Comput. Stat. Data Anal., 2010)

Robust adaptive Metropolis algorithm with coerced acceptance rate. - Matti Vihola (Stat. Comput., 2012)

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

Quantitative Convergence Rates for Subgeometric Markov Chains. - Christophe Andrieu; Gersende Fort; Matti Vihola (J. Appl. Probab., 2015)

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics. - Gersende Fort; Eric Moulines; Amandine Schreck; Matti Vihola (SIAM J. Control. Optim., 2016)

Graphical model inference: Sequential Monte Carlo meets deterministic approximations. - Fredrik Lindsten; Jouni Helske; Matti Vihola (NeurIPS, 2018)

Unbiased Estimators and Multilevel Monte Carlo. - Matti Vihola (Oper. Res., 2018)

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)

bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R. - Jouni Helske; Matti Vihola (R J., 2021)

Conditional particle filters with diffuse initial distributions. - Santeri Karppinen; Matti Vihola (Stat. Comput., 2021)

Simulating Counterfactuals. - Juha Karvanen; Santtu Tikka; Matti Vihola (J. Artif. Intell. Res., 2024)

Conditional Particle Filters with Bridge Backward Sampling. - Santeri Karppinen; Sumeetpal S. Singh; Matti Vihola (J. Comput. Graph. Stat., 2024)