Johan Alenlöv
Lecturer
Publications
2024
Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
Journal of the American Statistical Association, Vol. 119, p. 356-367
(Article in journal)
https://dx.doi.org/10.1080/01621459.2022.2118602
2021
Pseudo-Marginal Hamiltonian Monte Carlo
Journal of machine learning research, Vol. 22
(Article in journal)
2020
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
Annals of the Institute of Statistical Mathematics, Vol. 72, p. 545-576
(Article in journal)
https://dx.doi.org/10.1007/s10463-018-0698-1
2019
Particle-based adaptive-lag online marginal smoothing in general state-space models
IEEE Transactions on Signal Processing, Vol. 67, p. 5571-5582
(Article in journal)
https://dx.doi.org/10.1109/TSP.2019.2941066
2017
Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm
Bernoulli, Vol. 23, p. 1951-1996
(Article in journal)
https://dx.doi.org/10.3150/16-BEJ801