Matti Vihola
Matti Vihola
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Robust adaptive Metropolis algorithm with coerced acceptance rate
M Vihola
Statistics and Computing 22 (5), 997-1008, 2012
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
C Andrieu, M Vihola
The Annals of Applied Probability 25 (2), 1030-1077, 2015
Rao-Blackwellised particle filtering in random set multitarget tracking
M Vihola
Aerospace and Electronic Systems, IEEE Transactions on 43 (2), 689-705, 2007
An adaptive parallel tempering algorithm
B Miasojedow, E Moulines, M Vihola
Journal of Computational and Graphical Statistics 22 (3), 649-664, 2013
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
E Saksman, M Vihola
The Annals of applied probability 20 (6), 2178-2203, 2010
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
C Andrieu, A Lee, M Vihola
Bernoulli 24 (2), 842-872, 2018
Random sets for multitarget tracking and data fusion
M Vihola
Tampere University of Technology, 2004
Establishing some order amongst exact approximations of MCMCs
C Andrieu, M Vihola
The Annals of Applied Probability 26 (5), 2661-2696, 2016
Two dissimilarity measures for HMMs and their application in phoneme model clustering
M Vihola, M Harju, P Salmela, J Suontausta, J Savela
2002 IEEE International Conference on Acoustics, Speech, and Signal …, 2002
Unbiased estimators and multilevel Monte Carlo
M Vihola
Operations Research 66 (2), 448-462, 2018
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
IS Mbalawata, S Särkkä, M Vihola, H Haario
Computational Statistics & Data Analysis 83, 101-115, 2015
On the stability and ergodicity of adaptive scaling Metropolis algorithms
M Vihola
Stochastic processes and their applications 121 (12), 2839-2860, 2011
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
M Vihola, J Helske, J Franks
Scandinavian Journal of Statistics, 2020
Convergence of Markovian Stochastic Approximation with discontinuous dynamics
G Fort, É Moulines, A Schreck, M Vihola
SIAM Journal on Control and Optimization 54 (2), 866-893, 2016
Quantitative convergence rates for subgeometric Markov chains
C Andrieu, G Fort, M Vihola
Journal of Applied Probability 52 (2), 391-404, 2015
Markovian stochastic approximation with expanding projections
C Andrieu, M Vihola
Bernoulli 20 (2), 545-585, 2014
Grapham: Graphical models with adaptive random walk Metropolis algorithms
M Vihola
Computational statistics & data analysis 54 (1), 49-54, 2010
Random set particle filter for bearings-only multitarget tracking
M Vihola
Signal Processing, Sensor Fusion, and Target Recognition XIV 5809, 301-312, 2005
Can the adaptive Metropolis algorithm collapse without the covariance lower bound?
M Vihola
Electronic Journal of Probability 16, 45-75, 2011
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
J Franks, M Vihola
Stochastic Processes and their Applications, 2020
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