Johan Alenlöv

Universitetsadjunkt

Publikationer

Alessandro Mastrototaro, Jimmy Olsson, Johan Alenlöv (2022) Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm Journal of the American Statistical Association

Johan Alenlöv, Arnaud Doucet, Fredrik Lindsten (2021) Pseudo-Marginal Hamiltonian Monte Carlo Journal of machine learning research, Vol. 22

Jimmy Olsson, Johan Westerborn (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, s. 545-576

Johan Alenlöv, Jimmy Olsson (2019) Particle-based adaptive-lag online marginal smoothing in general state-space models IEEE Transactions on Signal Processing, Vol. 67, s. 5571-5582

Jimmy Olsson, Johan Westerborn (2017) Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm Bernoulli, Vol. 23, s. 1951-1996