Temporal Parallelization of Bayesian Smoothers

Temporal Parallelization of Bayesian Smoothers

30 May 2019

Simo Särkkä

Á. F. García-Fernández

Papers citing "Temporal Parallelization of Bayesian Smoothers"

11 / 11 papers shown

Title
Computation-Aware Kalman Filtering and Smoothing Marvin Pfortner Jonathan Wenger Jon Cockayne Philipp Hennig 86 3 0 13 Mar 2025
Uncertainty Representations in State-Space Layers for Deep Reinforcement Learning under Partial Observability Carlos E. Luis A. Bottero Julia Vinogradska Felix Berkenkamp Jan Peters 78 1 0 20 Feb 2025
Towards Scalable and Stable Parallelization of Nonlinear RNNs Xavier Gonzalez Andrew Warrington Jimmy T.H. Smith Scott W. Linderman 85 8 0 17 Jan 2025
Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series Byoungwoo Park Hyungi Lee Juho Lee AI4TS 41 0 0 08 Oct 2024
Numerically Robust Fixed-Point Smoothing Without State Augmentation Nicholas Krämer 31 2 0 30 Sep 2024
SynJax: Structured Probability Distributions for JAX Miloš Stanojević Laurent Sartran SyDa 13 4 0 07 Aug 2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 13 0 0 01 Mar 2023
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 19 7 0 04 Feb 2022
Reactive Message Passing for Scalable Bayesian Inference Dmitry V. Bagaev Bert De Vries 25 18 0 25 Dec 2021
Spatio-Temporal Variational Gaussian Processes Oliver Hamelijnck William J. Wilkinson Niki A. Loppi Arno Solin Theodoros Damoulas AI4TS 11 31 0 02 Nov 2021
Combining Pseudo-Point and State Space Approximations for Sum-Separable Gaussian Processes Will Tebbutt Arno Solin Richard E. Turner 21 8 0 18 Jun 2021