Simo Särkkä
Associate Professor at Aalto University School of Business
Biography
Aalto University School of Business
Peer-reviewed scientific articles
Journal article-refereed, Original researchStatistical analysis of differential equations introducing probability measures on numerical solutions
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos2017 in STATISTICS AND COMPUTING (Springer Netherlands)ISSN: 0960-3174Cooperative localisation using posterior linearisation belief propagation
Garcia-Fernandez, Angel F.; Svensson, Lennart; Sarkka, Simo2017 in IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9545Iterated posterior linearisation smoother
García-Fernández, Ángel; Svensson, Lennart; Särkkä, Simo2017 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286Sparse Approximations of Fractional Matérn Fields
Roininen, Lassi; Lasanen, Sari; Orispää, Mikko; Särkkä, Simo2017 in SCANDINAVIAN JOURNAL OF STATISTICS (Wiley-Blackwell)ISSN: 0303-6898Probability Measures for Numerical Solutions of Differential Equations
Conrad, Patrick; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos2016 in STATISTICS AND COMPUTING (Springer Netherlands)ISSN: 0960-3174Sigma-Point Filtering and Smoothing Based Parameter Estimation in Nonlinear Dynamic Systems
Kokkala, Juho; Solin, Arno; Särkkä, Simo2016 in JOURNAL OF ADVANCES IN INFORMATION FUSION (Information Society of Information Fusion)ISSN: 1557-6418Rao-Blackwellized Particle Smoothers for Conditionally Linear Gaussian Models
Lindsten, Fredrik; Bunch, Pete; Särkkä, Simo; Schön, Thomas B.; Godsill, Simon J.2016 in IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1932-4553Moment conditions for convergence of particle filters with unbounded importance weights
Mbalawata, Isambi S.; Särkkä, Simo2016 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684On the relation between Gaussian process quadratures and sigma-point methods
Särkkä, Simo; Hartikainen, Jouni; Svensson, Lennart; Sandblom, Fredrik2016 in JOURNAL OF ADVANCES IN INFORMATION FUSION (Information Society of Information Fusion)ISSN: 1557-6418Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems
Ala-Luhtala, Juha; Särkkä, Simo; Piche, Robert2015 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684Batch nonlinear continuous-time trajectory estimation as exactly sparse Gaussian process regression
Anderson, Sean; Barfoot, Timothy D.; Tong, Chi Hay; Särkkä, Simo2015 in Autonomous Robots (Springer Netherlands)ISSN: 0929-5593A Bayesian Particle Filtering Method For Brain Source Localisation
Chen, Xi; Särkkä, Simo; Godsill, Simon2015 in DIGITAL SIGNAL PROCESSING (Elsevier Inc.)ISSN: 1051-2004Posterior Linearization Filter: Principles and Implementation Using Sigma Points
Garcia-Fernandez, Angel F.; Svensson, Lennart; Morelande, Mark R.; Särkkä, Simo2015 in IEEE TRANSACTIONS ON SIGNAL PROCESSING (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1053-587XOn the (non-)convergence of particle filters with Gaussian importance distributions
Kokkala, Juho; Särkkä, Simo2015 in IFAC-PapersOnLine (Elsevier Science Ltd (Pergamon))ISSN: 2405-8963Combining particle MCMC with Rao-Blackwellized Monte Carlo data association for parameter estimation in multiple target tracking
Kokkala, Juho; Särkkä, Simo2015 in DIGITAL SIGNAL PROCESSING (Elsevier Inc.)ISSN: 1051-2004Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
Mbalawata, Isambi S.; Särkkä, Simo; Vihola, Matti; Haario, Heikki2015 in COMPUTATIONAL STATISTICS AND DATA ANALYSIS (Elsevier Science B.V.)ISSN: 0167-9473Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
Särkkä, Simo; Hartikainen, Jouni; Mbalawata, Isambi Sailon; Haario, Heikki2015 in STATISTICS AND COMPUTING (Springer Netherlands)ISSN: 0960-3174Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes
Lyons, Simon M.J.; Särkkä, Simo; Storkey, Amos J.2014 in IEEE TRANSACTIONS ON SIGNAL PROCESSING (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1053-587XParameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
Mbalawata, Isambi S.; Särkkä, Simo; Haario, Heikki2013 in COMPUTATIONAL STATISTICS (Springer Verlag)ISSN: 0943-4062Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data
Solin, Arno; Särkkä, Simo2013 in PHYSICAL REVIEW E (AMER PHYSICAL SOC)ISSN: 1539-3755Gaussian filtering and smoothing for continuous-discrete dynamic systems
Särkkä, Simo; Sarmavuori, Juha2013 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing
Särkkä, Simo; Solin, Arno; Hartikainen, Jouni2013 in IEEE Signal Processing Magazine (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1053-5888Fourier-Hermite Kalman Filter
Sarmavuori, Juha; Särkkä, Simo2012 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286Dynamic retrospective filtering of physiological noise in BOLD fMRI: DRIFTER
Särkkä, S.; Solin, A.; Nummenmaa, A.; Vehtari, A.; Auranen, T.; Vanni, S.; Lin, F.-H.2012 in NEUROIMAGE (ACADEMIC PRESS INC ELSEVIER SCIENCE)ISSN: 1053-8119Phase-Based UHF RFID Tracking with Non-Linear Kalman Filtering and Smoothing
Särkkä, Simo; Viikari, Ville; Huusko, Miika; Jaakkola, Kaarle2012 in IEEE SENSORS JOURNAL (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1530-437XState space regularization in the nonstationary inverse problem for diffuse optical tomography
Hiltunen, P.; Särkkä, S.; Nissilä, I.; Lajunen, A.; Lampinen, J.2011 in Inverse Problems (IOP PUBLISHING LTD)ISSN: 0266-5611Accurate Discretization of Analog Audio Filters with Application to Parametric Equalizer Design
Särkkä, Simo; Huovilainen, Antti2011 in IEEE TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING (Institute of Electrical and Electronics Engineers Inc.)ISSN: 1558-7916Continuous-Time and Continuous-Discrete-Time Unscented Rauch-Tung-Striebel Smoothers
Särkkä, Simo2010 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684On Gaussian Optimal Smoothing of Non-Linear State Space Models
Särkkä, Simo; Hartikainen, Jouni2010 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
Särkkä, Särkkä2009 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286Unscented Rauch-Tung-Striebel smoother
Särkkä, Simo2008 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous - Time Non-Linear Systems
Särkkä, Simo; Sottinen, Tommi2008 in BAYESIAN ANALYSIS (Carnegie Mellon University)On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
Särkkä, Simo2007 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)Rao-Blackwellized Particle Filter for Multiple Target Tracking
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2007 in INFORMATION FUSION (Elsevier)ISSN: 1566-2535CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2007 in NEUROCOMPUTING (Elsevier Science B.V.)ISSN: 0925-2312Conference proceedingsClassical quadrature rules via Gaussian processes
Karvonen, Toni; Särkkä, Simo2017 in IEEE International Workshop on Machine Learning for Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 978-1-5090-6341-3ISSN: 2161-0363Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise
Prüher, Jakub; Tronarp, Filip; Karvonen, Toni; Särkkä, Simo; Straka, Ondrej2017 ISBN: 978-0-9964-5270-0Prediction of preterm infant mortality with Gaussian process classification
Rinta-Koski, Olli-Pekka; Särkkä, Simo; Hollmen, Jaakko; Andersson, Sture2017 ISBN: 9782875870391Expectation–maximization algorithm with a nonlinear kalman smoother for MEG/EEG connectivity estimation
Subramaniyam, Narayan Puthanmadam; Tronarp, Filip; Särkkä, Simo; Parkkonen, Lauri2017 in IFMBE Proceedings (Springer-Verlag)ISBN: 9789811051210ISSN: 1680-0737A linear stochastic state space model for electrocardiograms
Suotsalo, Kimmo; Särkkä, Simo2017 in IEEE International Workshop on Machine Learning for Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 978-1-5090-6341-3ISSN: 2161-0363Detecting Malignant Ventricular Arrhythmias in Electrocardiograms by Gaussian Process Classification
Suotsalo, Kimmo; Särkkä, Simo2017 in IEEE International Workshop on Machine Learning for Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 978-1-5090-6341-3ISSN: 2161-0363IMU and magnetometer modeling for smartphone-based PDR
Hostettler, Roland; Särkkä, Simo2016 in International Conference on Indoor Positioning and Indoor Navigation (Institute of Electrical and Electronics Engineers Inc.)ISBN: 9781509024254ISSN: 2162-7347Fourier–Hermite series for stochastic stability analysis of non-linear Kalman filters
Karvonen, Toni; Särkkä, Simo2016 ISBN: 978-0-9964527-4-8Approximate state-space Gaussian processes via spectral transformation
Karvonen, Toni; Särkkä, Simo2016 in IEEE International Workshop on Machine Learning for Signal Processing (IEEE COMPUTER SOCIETY PRESS)ISBN: 9781509007462ISSN: 2161-0363On the use of gradient information in Gaussian process quadratures
Pruher, Jakub; Särkkä, Simo2016 in IEEE International Workshop on Machine Learning for Signal Processing (IEEE COMPUTER SOCIETY PRESS)ISBN: 9781509007462ISSN: 2161-0363Terrain navigation in the magnetic landscape Particle filtering for indoor positioning
Solin, Arno; Särkkä, Simo; Kannala, Juho; Rahtu, Esa2016 ISBN: 9781479989157Nonlinear state space model identification using a regularized basis function expansion
Svensson, Andreas; Schön, Thomas B.; Solin, Arno; Särkkä, Simo2016 ISBN: 9781479919635On the LP-convergence of a Girsanov theorem based particle filter
Särkkä, Simo; Moulines, Eric2016 in Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 9781479999880ISSN: 1520-6149Sigma-Point Filtering for Nonlinear Systems with Non-Additive Heavy-Tailed Noise
Tronarp, Filip; Hostettler, Roland; Särkkä, Simo2016 ISBN: 978-0-9964527-4-8Pedestrian Localization in Moving Platforms Using Dead Reckoning, Particle Filtering and Map Matching
Bojja, Jayaprasad; Collin, Jussi; Särkkä, Simo; Takala, Jarmo2015 ISBN: 978-1-4673-6997-8ISSN: 1520-6149Split-Gaussian Particle Filter
Kokkala, Juho; Särkkä, Simo2015 ISBN: 978-0-9928626-4-0State Space Methods for Efficient Inference in Student-t Process Regression
Solin, Arno; Särkkä, Simo2015 ISSN: 1938-7288Adaptive Kalman Filtering and Smoothing for Gravitation Tracking in Mobile Systems
Särkkä, Simo; Tolvanen, Ville; Kannala, Juho; Rahtu, Esa2015 ISBN: 978-1-4673-8402-5Batch Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression.
Barfoot, Tim; Tong, Chi; Särkkä, Simo2014 Expectation Maximization Based Parameter Estimation by Sigma-Point and Particle Smoothing
Kokkala, Juho; Solin, Arno; Särkkä, Simo2014 On The L4 Convergence of Particle Filters with General Importance Distributions
Mbalawata, Isambi; Särkkä, Simo2014 Weight Moment Conditions for L4 Convergence of Particle Filters for Unbounded Test Functions.
Mbalawata, Isambi; Särkkä, Simo2014 in European Signal Processing Conference (IEEE)ISBN: 978-0-9928626-1-9ISSN: 2076-1465Gaussian Quadratures for State Space Approximation of Scale Mixtures of Squared Exponential Covariance Functions
Solin, Arno; Särkkä, Simo2014 Catching Physiological Noise: Comparison of DRIFTER in Image and k-Space
Solin, Arno; Särkkä, Simo; Nummenmaa, Aapo; Vehtari, Aki; Lin, Fa-Hsuan2014 Explicit Link Between Periodic Covariance Functions and State Space Models
Solin, Arno; Särkkä, Simo2014 RFID-based butterfly location sensing system
Särkkä, Simo; Viikari, Ville; Jaakkola, Kaarle2014 in European Signal Processing Conference (European Signal Processing Conference, EUSIPCO)ISBN: 9780992862619ISSN: 2076-1465On convergence and accuracy of state-space approximations of squared exponential covariance functions
Särkkä, Simo; Piche, Robert2014 in IEEE International Workshop on Machine Learning for Signal Processing (European Signal Processing Conference, EUSIPCO)ISBN: 978-1-4799-3694-6ISSN: 2161-0363Gaussian Process Quadratures in Nonlinear Sigma-Point Filtering and Smoothing
Särkkä, SImo; Hartikainen, Jouni; Svensson, Lennart; Sandblom, Fredrik2014 Probabilistic Initiation and Termination for MEG Multiple Dipole Localization Using Sequential Monte Carlo Methods
Chen, Xi; Särkkä, Simo; Godsill, Simon2013 ISBN: 978-605-86311-1-3Timefrequency dynamics of brain connectivity by stochastic oscillator models and Kalman filtering
Solin, Arno; Glerean, Enrico; Särkkä, Simo2013 Volumetric space-time structure of physiological noise in BOLD fMRI
Solin, Arno; Särkkä, Simo; Nummenmaa, Aapo; Vehtari, Aki; Auranen, Toni; Vanni, Simo; Lin, Fa-Hsuan2013 Continuous-Space Gaussian Process Regression and Generalized Wiener Filtering with Application to Learning Curves
Särkkä, Simo; Solin, Arno2013 Non-Linear Noise Adaptive Kalman Filtering via Variational Bayes
Särkkä, Simo; Hartikainen, Jouni2013 State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction
Hartikainen, Jouni; Seppänen, Mari; Särkkä, Simo2012 ISBN: 978-1-4503-1285-1The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes
Lyons, Simon M.J.; Storkey, Amos J; Särkkä, Simo2012 ISSN: 1049-5258Recursive Outlier-Robust Filtering and Smoothing for Nonlinear Systems Using the Multivariate Student-t Distribution
Piche, Robert; Särkkä, Simo; Hartikainen, Jouni2012 Fourier-Hermite Rauch-Tung-Striebel Smoother
Sarmavuori, Juha; Särkkä, Simo2012 ISBN: 978-1-4673-1068-0Identification of Spatio-Temporal Oscillatory Signal Structure in Cerebral Hemodynamics Using DRIFTER.
Särkkä, S.; Solin, A.; Nummenmaa, A.; Vehtari, A.; Auranen, T.; Vanni, S.; Lin, F.-H.2012 On Continuous-Discrete Cubature Kalman Filtering
Särkkä, Simo; Solin, Arno2012 ISBN: 978-1-62276-229-3A Backward-Simulation Based Rao-Blackwellized Particle Smoother for Conditionally Linear Gaussian Models
Särkkä, Simo; Bunch, Pete; Godsill, Simon J.2012 ISBN: 978-1-62276-229-3Infinite-Dimensional Kalman Filtering Approach to Spatio-Temporal Gaussian Process Regression
Särkkä, Simo; Hartikainen, Jouni2012 ISSN: 1532-4435Sequential Inference for Latent Force Models
Hartikainen, Jouni; Särkkä, Simo2011 Sparse Spatio-Temporal Gaussian Processes with General Likelihoods
Hartikainen, Jouni; Riihimäki, Jaakko; Särkkä, Simo2011 Learning Curves for Gaussian Processes via Numerical Cubature Integration
Särkkä, Simo2011 Linear Operators and Stochastic Partial Differential Equations in Gaussian Process Regression
Särkkä, Simo2011 Dynamical statistical modeling of physiological noise for fast BOLD fMRI
Särkkä, S.; Nummenmaa, A.; Solin, A.; Vehtari, A.; Witzel, T.; Auranen, T.; Vanni, S.; Hämäläinen, M.S.; Lin, F-H.2011 Kalman Filtering and Smoothing Solutions to Temporal Gaussian Process Regression Models
Hartikainen, Jouni; Särkkä, Simo2010 Sigma Point Methods in Optimal Smoothing of Non-Linear Stochastic State Space Models
Särkkä, Simo; Hartikainen, Jouni2010 Prediction of ESTSP Competition Time Series by Unscented Kalman Filter and RTS Smoother
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2007 On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations
Särkkä, Simo2006 Time series prediction by Kalman smoother with cross validated noise density
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2004 in IEEE International Joint Conference on Neural Networks (IJCNN) (IEEE)ISBN: 0-7803-8359-1ISSN: 1098-7576Rao-Blackwellized Monte Carlo Data Association for Multiple Target Tracking
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2004 On MCMC sampling in Bayesian MLP neural networks
Vehtari, Aki; Särkkä, Simo; Lampinen, Jouko2000 in IEEE International Joint Conference on Neural Networks (IJCNN) (IEEE Computer Society)ISSN: 1098-7576Non-refereed scientific articles
Unrefereed conference proceedingsThe 10th annual MLSP competition: First place
Solin, Arno; Särkkä, Simo2014 Scientific books (monographs)
Book贝叶斯滤波与平滑 (Bayesian filtering and smoothing)
Särkkä, Simo2015 ISBN: 978-7-118-10247-5 Bayesian Filtering and Smoothing
Särkkä, Simo2013 ISBN: 9781107619289Publications intended for professional communities
Published development or research reportRao-Blackwellized Particle Filter for Tracking Unknown Number of Targets in Clutter
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2005 Probabilistic methods in multiple target tracking - Review and bibliography
Särkkä, Simo; Tamminen, Toni; Vehtari, Aki; Lampinen, Jouko2004 Audiovisual material, ICT software
ICT programs or applicationsFBM tools for Matlab 6.x, Version 1.0
Särkkä, Simo; Vehtari, Aki2003 MCMC Diagnostics for Matlab 6.x
Särkkä, Simo; Vehtari, Aki2003
Statistical analysis of differential equations introducing probability measures on numerical solutions
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
2017 in STATISTICS AND COMPUTING (Springer Netherlands)ISSN: 0960-3174
Cooperative localisation using posterior linearisation belief propagation
Garcia-Fernandez, Angel F.; Svensson, Lennart; Sarkka, Simo
2017 in IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9545
Iterated posterior linearisation smoother
García-Fernández, Ángel; Svensson, Lennart; Särkkä, Simo
2017 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286
Sparse Approximations of Fractional Matérn Fields
Roininen, Lassi; Lasanen, Sari; Orispää, Mikko; Särkkä, Simo
2017 in SCANDINAVIAN JOURNAL OF STATISTICS (Wiley-Blackwell)ISSN: 0303-6898
Probability Measures for Numerical Solutions of Differential Equations
Conrad, Patrick; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
2016 in STATISTICS AND COMPUTING (Springer Netherlands)ISSN: 0960-3174
Sigma-Point Filtering and Smoothing Based Parameter Estimation in Nonlinear Dynamic Systems
Kokkala, Juho; Solin, Arno; Särkkä, Simo
2016 in JOURNAL OF ADVANCES IN INFORMATION FUSION (Information Society of Information Fusion)ISSN: 1557-6418
Rao-Blackwellized Particle Smoothers for Conditionally Linear Gaussian Models
Lindsten, Fredrik; Bunch, Pete; Särkkä, Simo; Schön, Thomas B.; Godsill, Simon J.
2016 in IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1932-4553
Moment conditions for convergence of particle filters with unbounded importance weights
Mbalawata, Isambi S.; Särkkä, Simo
2016 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684
On the relation between Gaussian process quadratures and sigma-point methods
Särkkä, Simo; Hartikainen, Jouni; Svensson, Lennart; Sandblom, Fredrik
2016 in JOURNAL OF ADVANCES IN INFORMATION FUSION (Information Society of Information Fusion)ISSN: 1557-6418
Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems
Ala-Luhtala, Juha; Särkkä, Simo; Piche, Robert
2015 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684
Batch nonlinear continuous-time trajectory estimation as exactly sparse Gaussian process regression
Anderson, Sean; Barfoot, Timothy D.; Tong, Chi Hay; Särkkä, Simo
2015 in Autonomous Robots (Springer Netherlands)ISSN: 0929-5593
A Bayesian Particle Filtering Method For Brain Source Localisation
Chen, Xi; Särkkä, Simo; Godsill, Simon
2015 in DIGITAL SIGNAL PROCESSING (Elsevier Inc.)ISSN: 1051-2004
Posterior Linearization Filter: Principles and Implementation Using Sigma Points
Garcia-Fernandez, Angel F.; Svensson, Lennart; Morelande, Mark R.; Särkkä, Simo
2015 in IEEE TRANSACTIONS ON SIGNAL PROCESSING (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1053-587X
On the (non-)convergence of particle filters with Gaussian importance distributions
Kokkala, Juho; Särkkä, Simo
2015 in IFAC-PapersOnLine (Elsevier Science Ltd (Pergamon))ISSN: 2405-8963
Combining particle MCMC with Rao-Blackwellized Monte Carlo data association for parameter estimation in multiple target tracking
Kokkala, Juho; Särkkä, Simo
2015 in DIGITAL SIGNAL PROCESSING (Elsevier Inc.)ISSN: 1051-2004
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
Mbalawata, Isambi S.; Särkkä, Simo; Vihola, Matti; Haario, Heikki
2015 in COMPUTATIONAL STATISTICS AND DATA ANALYSIS (Elsevier Science B.V.)ISSN: 0167-9473
Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
Särkkä, Simo; Hartikainen, Jouni; Mbalawata, Isambi Sailon; Haario, Heikki
2015 in STATISTICS AND COMPUTING (Springer Netherlands)ISSN: 0960-3174
Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes
Lyons, Simon M.J.; Särkkä, Simo; Storkey, Amos J.
2014 in IEEE TRANSACTIONS ON SIGNAL PROCESSING (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1053-587X
Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
Mbalawata, Isambi S.; Särkkä, Simo; Haario, Heikki
2013 in COMPUTATIONAL STATISTICS (Springer Verlag)ISSN: 0943-4062
Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data
Solin, Arno; Särkkä, Simo
2013 in PHYSICAL REVIEW E (AMER PHYSICAL SOC)ISSN: 1539-3755
Gaussian filtering and smoothing for continuous-discrete dynamic systems
Särkkä, Simo; Sarmavuori, Juha
2013 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684
Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing
Särkkä, Simo; Solin, Arno; Hartikainen, Jouni
2013 in IEEE Signal Processing Magazine (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1053-5888
Fourier-Hermite Kalman Filter
Sarmavuori, Juha; Särkkä, Simo
2012 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286
Dynamic retrospective filtering of physiological noise in BOLD fMRI: DRIFTER
Särkkä, S.; Solin, A.; Nummenmaa, A.; Vehtari, A.; Auranen, T.; Vanni, S.; Lin, F.-H.
2012 in NEUROIMAGE (ACADEMIC PRESS INC ELSEVIER SCIENCE)ISSN: 1053-8119
Phase-Based UHF RFID Tracking with Non-Linear Kalman Filtering and Smoothing
Särkkä, Simo; Viikari, Ville; Huusko, Miika; Jaakkola, Kaarle
2012 in IEEE SENSORS JOURNAL (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC)ISSN: 1530-437X
State space regularization in the nonstationary inverse problem for diffuse optical tomography
Hiltunen, P.; Särkkä, S.; Nissilä, I.; Lajunen, A.; Lampinen, J.
2011 in Inverse Problems (IOP PUBLISHING LTD)ISSN: 0266-5611
Accurate Discretization of Analog Audio Filters with Application to Parametric Equalizer Design
Särkkä, Simo; Huovilainen, Antti
2011 in IEEE TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING (Institute of Electrical and Electronics Engineers Inc.)ISSN: 1558-7916
Continuous-Time and Continuous-Discrete-Time Unscented Rauch-Tung-Striebel Smoothers
Särkkä, Simo
2010 in SIGNAL PROCESSING (Elsevier)ISSN: 0165-1684
On Gaussian Optimal Smoothing of Non-Linear State Space Models
Särkkä, Simo; Hartikainen, Jouni
2010 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286
Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
Särkkä, Särkkä
2009 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286
Unscented Rauch-Tung-Striebel smoother
Särkkä, Simo
2008 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)ISSN: 0018-9286
Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous - Time Non-Linear Systems
Särkkä, Simo; Sottinen, Tommi
2008 in BAYESIAN ANALYSIS (Carnegie Mellon University)On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
Särkkä, Simo
2007 in IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Institute of Electrical and Electronics Engineers Inc.)Rao-Blackwellized Particle Filter for Multiple Target Tracking
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko
2007 in INFORMATION FUSION (Elsevier)ISSN: 1566-2535
CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko
2007 in NEUROCOMPUTING (Elsevier Science B.V.)ISSN: 0925-2312
Classical quadrature rules via Gaussian processes
Karvonen, Toni; Särkkä, Simo
2017 in IEEE International Workshop on Machine Learning for Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 978-1-5090-6341-3
ISSN: 2161-0363
Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise
Prüher, Jakub; Tronarp, Filip; Karvonen, Toni; Särkkä, Simo; Straka, Ondrej
2017 ISBN: 978-0-9964-5270-0
Prediction of preterm infant mortality with Gaussian process classification
Rinta-Koski, Olli-Pekka; Särkkä, Simo; Hollmen, Jaakko; Andersson, Sture
2017 ISBN: 9782875870391
Expectation–maximization algorithm with a nonlinear kalman smoother for MEG/EEG connectivity estimation
Subramaniyam, Narayan Puthanmadam; Tronarp, Filip; Särkkä, Simo; Parkkonen, Lauri
2017 in IFMBE Proceedings (Springer-Verlag)ISBN: 9789811051210
ISSN: 1680-0737
A linear stochastic state space model for electrocardiograms
Suotsalo, Kimmo; Särkkä, Simo
2017 in IEEE International Workshop on Machine Learning for Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 978-1-5090-6341-3
ISSN: 2161-0363
Detecting Malignant Ventricular Arrhythmias in Electrocardiograms by Gaussian Process Classification
Suotsalo, Kimmo; Särkkä, Simo
2017 in IEEE International Workshop on Machine Learning for Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 978-1-5090-6341-3
ISSN: 2161-0363
IMU and magnetometer modeling for smartphone-based PDR
Hostettler, Roland; Särkkä, Simo
2016 in International Conference on Indoor Positioning and Indoor Navigation (Institute of Electrical and Electronics Engineers Inc.)ISBN: 9781509024254
ISSN: 2162-7347
Fourier–Hermite series for stochastic stability analysis of non-linear Kalman filters
Karvonen, Toni; Särkkä, Simo
2016 ISBN: 978-0-9964527-4-8
Approximate state-space Gaussian processes via spectral transformation
Karvonen, Toni; Särkkä, Simo
2016 in IEEE International Workshop on Machine Learning for Signal Processing (IEEE COMPUTER SOCIETY PRESS)ISBN: 9781509007462
ISSN: 2161-0363
On the use of gradient information in Gaussian process quadratures
Pruher, Jakub; Särkkä, Simo
2016 in IEEE International Workshop on Machine Learning for Signal Processing (IEEE COMPUTER SOCIETY PRESS)ISBN: 9781509007462
ISSN: 2161-0363
Terrain navigation in the magnetic landscape Particle filtering for indoor positioning
Solin, Arno; Särkkä, Simo; Kannala, Juho; Rahtu, Esa
2016 ISBN: 9781479989157
Nonlinear state space model identification using a regularized basis function expansion
Svensson, Andreas; Schön, Thomas B.; Solin, Arno; Särkkä, Simo
2016 ISBN: 9781479919635
On the LP-convergence of a Girsanov theorem based particle filter
Särkkä, Simo; Moulines, Eric
2016 in Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (Institute of Electrical and Electronics Engineers Inc.)ISBN: 9781479999880
ISSN: 1520-6149
Sigma-Point Filtering for Nonlinear Systems with Non-Additive Heavy-Tailed Noise
Tronarp, Filip; Hostettler, Roland; Särkkä, Simo
2016 ISBN: 978-0-9964527-4-8
Pedestrian Localization in Moving Platforms Using Dead Reckoning, Particle Filtering and Map Matching
Bojja, Jayaprasad; Collin, Jussi; Särkkä, Simo; Takala, Jarmo
2015 ISBN: 978-1-4673-6997-8
ISSN: 1520-6149
Split-Gaussian Particle Filter
Kokkala, Juho; Särkkä, Simo
2015 ISBN: 978-0-9928626-4-0
State Space Methods for Efficient Inference in Student-t Process Regression
Solin, Arno; Särkkä, Simo
2015 ISSN: 1938-7288
Adaptive Kalman Filtering and Smoothing for Gravitation Tracking in Mobile Systems
Särkkä, Simo; Tolvanen, Ville; Kannala, Juho; Rahtu, Esa
2015 ISBN: 978-1-4673-8402-5
Batch Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression.
Barfoot, Tim; Tong, Chi; Särkkä, Simo
2014 Expectation Maximization Based Parameter Estimation by Sigma-Point and Particle Smoothing
Kokkala, Juho; Solin, Arno; Särkkä, Simo
2014 On The L4 Convergence of Particle Filters with General Importance Distributions
Mbalawata, Isambi; Särkkä, Simo
2014 Weight Moment Conditions for L4 Convergence of Particle Filters for Unbounded Test Functions.
Mbalawata, Isambi; Särkkä, Simo
2014 in European Signal Processing Conference (IEEE)ISBN: 978-0-9928626-1-9
ISSN: 2076-1465
Gaussian Quadratures for State Space Approximation of Scale Mixtures of Squared Exponential Covariance Functions
Solin, Arno; Särkkä, Simo
2014 Catching Physiological Noise: Comparison of DRIFTER in Image and k-Space
Solin, Arno; Särkkä, Simo; Nummenmaa, Aapo; Vehtari, Aki; Lin, Fa-Hsuan
2014 Explicit Link Between Periodic Covariance Functions and State Space Models
Solin, Arno; Särkkä, Simo
2014 RFID-based butterfly location sensing system
Särkkä, Simo; Viikari, Ville; Jaakkola, Kaarle
2014 in European Signal Processing Conference (European Signal Processing Conference, EUSIPCO)ISBN: 9780992862619
ISSN: 2076-1465
On convergence and accuracy of state-space approximations of squared exponential covariance functions
Särkkä, Simo; Piche, Robert
2014 in IEEE International Workshop on Machine Learning for Signal Processing (European Signal Processing Conference, EUSIPCO)ISBN: 978-1-4799-3694-6
ISSN: 2161-0363
Gaussian Process Quadratures in Nonlinear Sigma-Point Filtering and Smoothing
Särkkä, SImo; Hartikainen, Jouni; Svensson, Lennart; Sandblom, Fredrik
2014 Probabilistic Initiation and Termination for MEG Multiple Dipole Localization Using Sequential Monte Carlo Methods
Chen, Xi; Särkkä, Simo; Godsill, Simon
2013 ISBN: 978-605-86311-1-3
Timefrequency dynamics of brain connectivity by stochastic oscillator models and Kalman filtering
Solin, Arno; Glerean, Enrico; Särkkä, Simo
2013 Volumetric space-time structure of physiological noise in BOLD fMRI
Solin, Arno; Särkkä, Simo; Nummenmaa, Aapo; Vehtari, Aki; Auranen, Toni; Vanni, Simo; Lin, Fa-Hsuan
2013 Continuous-Space Gaussian Process Regression and Generalized Wiener Filtering with Application to Learning Curves
Särkkä, Simo; Solin, Arno
2013 Non-Linear Noise Adaptive Kalman Filtering via Variational Bayes
Särkkä, Simo; Hartikainen, Jouni
2013 State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction
Hartikainen, Jouni; Seppänen, Mari; Särkkä, Simo
2012 ISBN: 978-1-4503-1285-1
The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes
Lyons, Simon M.J.; Storkey, Amos J; Särkkä, Simo
2012 ISSN: 1049-5258
Recursive Outlier-Robust Filtering and Smoothing for Nonlinear Systems Using the Multivariate Student-t Distribution
Piche, Robert; Särkkä, Simo; Hartikainen, Jouni
2012 Fourier-Hermite Rauch-Tung-Striebel Smoother
Sarmavuori, Juha; Särkkä, Simo
2012 ISBN: 978-1-4673-1068-0
Identification of Spatio-Temporal Oscillatory Signal Structure in Cerebral Hemodynamics Using DRIFTER.
Särkkä, S.; Solin, A.; Nummenmaa, A.; Vehtari, A.; Auranen, T.; Vanni, S.; Lin, F.-H.
2012 On Continuous-Discrete Cubature Kalman Filtering
Särkkä, Simo; Solin, Arno
2012 ISBN: 978-1-62276-229-3
A Backward-Simulation Based Rao-Blackwellized Particle Smoother for Conditionally Linear Gaussian Models
Särkkä, Simo; Bunch, Pete; Godsill, Simon J.
2012 ISBN: 978-1-62276-229-3
Infinite-Dimensional Kalman Filtering Approach to Spatio-Temporal Gaussian Process Regression
Särkkä, Simo; Hartikainen, Jouni
2012 ISSN: 1532-4435
Sequential Inference for Latent Force Models
Hartikainen, Jouni; Särkkä, Simo
2011 Sparse Spatio-Temporal Gaussian Processes with General Likelihoods
Hartikainen, Jouni; Riihimäki, Jaakko; Särkkä, Simo
2011 Learning Curves for Gaussian Processes via Numerical Cubature Integration
Särkkä, Simo
2011 Linear Operators and Stochastic Partial Differential Equations in Gaussian Process Regression
Särkkä, Simo
2011 Dynamical statistical modeling of physiological noise for fast BOLD fMRI
Särkkä, S.; Nummenmaa, A.; Solin, A.; Vehtari, A.; Witzel, T.; Auranen, T.; Vanni, S.; Hämäläinen, M.S.; Lin, F-H.
2011 Kalman Filtering and Smoothing Solutions to Temporal Gaussian Process Regression Models
Hartikainen, Jouni; Särkkä, Simo
2010 Sigma Point Methods in Optimal Smoothing of Non-Linear Stochastic State Space Models
Särkkä, Simo; Hartikainen, Jouni
2010 Prediction of ESTSP Competition Time Series by Unscented Kalman Filter and RTS Smoother
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko
2007 On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations
Särkkä, Simo
2006 Time series prediction by Kalman smoother with cross validated noise density
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko
2004 in IEEE International Joint Conference on Neural Networks (IJCNN) (IEEE)ISBN: 0-7803-8359-1
ISSN: 1098-7576
Rao-Blackwellized Monte Carlo Data Association for Multiple Target Tracking
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko
2004 On MCMC sampling in Bayesian MLP neural networks
Vehtari, Aki; Särkkä, Simo; Lampinen, Jouko
2000 in IEEE International Joint Conference on Neural Networks (IJCNN) (IEEE Computer Society)ISSN: 1098-7576
Non-refereed scientific articles
Unrefereed conference proceedingsThe 10th annual MLSP competition: First place
Solin, Arno; Särkkä, Simo2014 Scientific books (monographs)
Book贝叶斯滤波与平滑 (Bayesian filtering and smoothing)
Särkkä, Simo2015 ISBN: 978-7-118-10247-5 Bayesian Filtering and Smoothing
Särkkä, Simo2013 ISBN: 9781107619289Publications intended for professional communities
Published development or research reportRao-Blackwellized Particle Filter for Tracking Unknown Number of Targets in Clutter
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2005 Probabilistic methods in multiple target tracking - Review and bibliography
Särkkä, Simo; Tamminen, Toni; Vehtari, Aki; Lampinen, Jouko2004 Audiovisual material, ICT software
ICT programs or applicationsFBM tools for Matlab 6.x, Version 1.0
Särkkä, Simo; Vehtari, Aki2003 MCMC Diagnostics for Matlab 6.x
Särkkä, Simo; Vehtari, Aki2003
The 10th annual MLSP competition: First place
Solin, Arno; Särkkä, Simo
2014 贝叶斯滤波与平滑 (Bayesian filtering and smoothing)
Särkkä, Simo
2015 ISBN: 978-7-118-10247-5
Bayesian Filtering and Smoothing
Särkkä, Simo
2013 ISBN: 9781107619289
Publications intended for professional communities
Published development or research reportRao-Blackwellized Particle Filter for Tracking Unknown Number of Targets in Clutter
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko2005 Probabilistic methods in multiple target tracking - Review and bibliography
Särkkä, Simo; Tamminen, Toni; Vehtari, Aki; Lampinen, Jouko2004 Audiovisual material, ICT software
ICT programs or applicationsFBM tools for Matlab 6.x, Version 1.0
Särkkä, Simo; Vehtari, Aki2003 MCMC Diagnostics for Matlab 6.x
Särkkä, Simo; Vehtari, Aki2003
Rao-Blackwellized Particle Filter for Tracking Unknown Number of Targets in Clutter
Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko
2005 Probabilistic methods in multiple target tracking - Review and bibliography
Särkkä, Simo; Tamminen, Toni; Vehtari, Aki; Lampinen, Jouko
2004 FBM tools for Matlab 6.x, Version 1.0
Särkkä, Simo; Vehtari, Aki
2003 MCMC Diagnostics for Matlab 6.x
Särkkä, Simo; Vehtari, Aki
2003 Read about executive education
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