Matti Vihola

University of Jyväskylä — Finland

Mathematics · Physical Sciences

15h-index1.1kcitations76works0.32yr avg
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Research Topics

Markov Chains and Monte Carlo Methods(41), Bayesian Methods and Mixture Models(31), Statistical Methods and Inference(15), Target Tracking and Data Fusion in Sensor Networks(12), Statistical Methods and Bayesian Inference(9)

Publications76 total

Iterated sampling importance resampling with adaptive number of proposals
arXiv (Cornell University)·2025Open Access
Mixing time of the conditional backward sampling particle filter
Journal of the Royal Statistical Society Series B (Statistical Methodology)·2025Open Access
An invitation to adaptive Markov chain Monte Carlo convergence theory
arXiv (Cornell University)·2024Open Access
Simulating Counterfactuals
Journal of Artificial Intelligence Research·2024· 1 citedOpen Access
Mixing time of the conditional backward sampling particle filter
arXiv (Cornell University)·2023· 1 citedOpen Access
On the Forgetting of Particle Filters
arXiv (Cornell University)·2023· 1 citedOpen Access
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers
arXiv (Cornell University)·2023· 1 citedOpen Access
Conditional Particle Filters with Bridge Backward Sampling
Journal of Computational and Graphical Statistics·2023· 6 citedOpen Access
Simulating counterfactuals
arXiv (Cornell University)·2023Open Access
Conditional particle filters with bridge backward sampling
Figshare·2023Open Access
Conditional Particle Filters with Bridge Backward Sampling
Figshare·2023Open Access
On resampling schemes for particle filters with weakly informative observations
The Annals of Statistics·2022· 1 citedOpen Access
Identifying territories using presence-only citizen science data: An application to the Finnish wolf population
Ecological Modelling·2022· 2 citedOpen Access
Conditional particle filters with bridge backward sampling
arXiv (Cornell University)·2022Open Access
On resampling schemes for particle filters with weakly informative\n observations
arXiv (Cornell University)·2022Open Access
Hierarchical log Gaussian Cox process for regeneration in uneven-aged forests
Environmental and Ecological Statistics·2021· 1 citedOpen Access
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models [R package bssm version 1.1.4]
2021
Conditional particle filters with diffuse initial distributions
Statistics and Computing·2021Open Access
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions
SIAM/ASA Journal on Uncertainty Quantification·2021· 7 citedOpen Access
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R
The R Journal·2021· 7 citedOpen Access
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Frequent Co-authors

Christophe Andrieu(11), Anthony Lee(9), Jordan Franks(6), Jouni Helske(6), Gersende Fort(5), Sumeetpal S. Singh(5), Éric Moulines(3), Santeri Karppinen(3), Błażej Miasojedow(2), Eero Saksman(2), Amandine Schreck(2), Lasse Leskelä(2), Fredrik Lindsten(2), Neil K. Chada(2), Ajay Jasra(2), Kody J. H. Law(2), Joona Karjalainen(2), Isambi Sailon Mbalawata(1), Simo Särkkä(1), Heikki Haario(1)