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Journal Articles
- 2024
[j11]Juha Karvanen
, Santtu Tikka, Matti Vihola:
Simulating Counterfactuals. J. Artif. Intell. Res. 80: 835-857 (2024)- [j10]Santeri Karppinen, Sumeetpal S. Singh, Matti Vihola:
Conditional Particle Filters with Bridge Backward Sampling. J. Comput. Graph. Stat. 33(2): 364-378 (2024) - 2021
- [j9]Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola:
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions. SIAM/ASA J. Uncertain. Quantification 9(2): 763-787 (2021) - [j8]Jouni Helske, Matti Vihola:
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R. R J. 13(2): 471 (2021) - [j7]Santeri Karppinen, Matti Vihola:
Conditional particle filters with diffuse initial distributions. Stat. Comput. 31(3): 24 (2021) - 2018
- [j6]Matti Vihola:
Unbiased Estimators and Multilevel Monte Carlo. Oper. Res. 66(2): 448-462 (2018) - 2016
- [j5]Gersende Fort, Eric Moulines, Amandine Schreck, Matti Vihola:
Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics. SIAM J. Control. Optim. 54(2): 866-893 (2016) - 2015
- [j4]Isambi S. Mbalawata, Simo Särkkä, Matti Vihola, Heikki Haario:
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter. Comput. Stat. Data Anal. 83: 101-115 (2015) - [j3]Christophe Andrieu, Gersende Fort, Matti Vihola:
Quantitative Convergence Rates for Subgeometric Markov Chains. J. Appl. Probab. 52(2): 391-404 (2015) - 2012
- [j2]Matti Vihola:
Robust adaptive Metropolis algorithm with coerced acceptance rate. Stat. Comput. 22(5): 997-1008 (2012) - 2010
- [j1]Matti Vihola:
Grapham: Graphical models with adaptive random walk Metropolis algorithms. Comput. Stat. Data Anal. 54(1): 49-54 (2010)
Conference and Workshop Papers
- 2018
- [c2]Fredrik Lindsten, Jouni Helske, Matti Vihola:
Graphical model inference: Sequential Monte Carlo meets deterministic approximations. NeurIPS 2018: 8201-8211 - 2002
- [c1]Matti Vihola, Mikko Harju, Petri Salmela, Janne Suontausta, Janne Savela:
Two dissimilarity measures for HMMS and their application in phoneme model clustering. ICASSP 2002: 933-936
Informal and Other Publications
- 2023
- [i2]Juha Karvanen, Santtu Tikka, Matti Vihola:
Simulating counterfactuals. CoRR abs/2306.15328 (2023) - 2019
- [i1]Fredrik Lindsten, Jouni Helske, Matti Vihola:
Graphical model inference: Sequential Monte Carlo meets deterministic approximations. CoRR abs/1901.02374 (2019)
Coauthor Index
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