Toni Karvonen

J. Approx. Theory, 2024

Möbius-Transformed Trapezoidal Rule.

[BibT_eX]

[DOI]

Yuya Suzuki

Nuutti Hyvönen

CoRR, 2024

Construction of Optimal Algorithms for Function Approximation in Gaussian Sobolev Spaces.

[BibT_eX]

[DOI]

Yuya Suzuki

CoRR, 2024

Probabilistic Richardson Extrapolation.

[BibT_eX]

[DOI]

CoRR, 2024

2023

Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, December, 2023

A probabilistic Taylor expansion with Gaussian processes.

[BibT_eX]

[DOI]

Trans. Mach. Learn. Res., 2023

Maximum likelihood estimation in Gaussian process regression is ill-posed.

[BibT_eX]

[DOI]

J. Mach. Learn. Res., 2023

Multilevel Bayesian Quadrature.

[BibT_eX]

[DOI]

François-Xavier Briol

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022

Approximation in Hilbert spaces of the Gaussian and other weighted power series kernels.

[BibT_eX]

[DOI]

CoRR, 2022

Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Regression.

[BibT_eX]

[DOI]

CoRR, 2022

Error analysis for a statistical finite element method.

[BibT_eX]

[DOI]

Fehmi Cirak

Mark Girolami

CoRR, 2022

2021

Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2021

Improved Calibration of Numerical Integration Error in Sigma-Point Filters.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2021

Correction to: Kernel-based interpolation at approximate Fekete points.

[BibT_eX]

[DOI]

Ken'ichiro Tanaka

Numer. Algorithms, 2021

Kernel-based interpolation at approximate Fekete points.

[BibT_eX]

[DOI]

Ken'ichiro Tanaka

Numer. Algorithms, 2021

Integration in reproducing kernel Hilbert spaces of Gaussian kernels.

[BibT_eX]

[DOI]

Mark Girolami

Math. Comput., 2021

ProbNum: Probabilistic Numerics in Python.

[BibT_eX]

[DOI]

François-Xavier Briol

Maren Mahsereci

Philipp Hennig

CoRR, 2021

A Probabilistic Taylor Expansion with Applications in Filtering and Differential Equations.

[BibT_eX]

[DOI]

CoRR, 2021

Black Box Probabilistic Numerics.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Gaussian Approximations of SDES in Metropolis-Adjusted Langevin Algorithms.

[BibT_eX]

[DOI]

Christos Merkatas

Proceedings of the 2021 IEEE 31st International Workshop on Machine Learning for Signal Processing (MLSP), 2021

2020

On Stability of a Class of Filters for Nonlinear Stochastic Systems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2020

Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, 2020

Sampling based approximation of linear functionals in Reproducing Kernel Hilbert Spaces.

[BibT_eX]

[DOI]

Gabriele Santin

Bernard Haasdonk

CoRR, 2020

Worst-case optimal approximation with increasingly flat Gaussian kernels.

[BibT_eX]

[DOI]

Adv. Comput. Math., 2020

2019

Student's $t$-Filters for Noise Scale Estimation.

[BibT_eX]

[DOI]

IEEE Signal Process. Lett., 2019

Symmetry exploits for Bayesian cubature methods.

[BibT_eX]

[DOI]

Stat. Comput., 2019

On the positivity and magnitudes of Bayesian quadrature weights.

[BibT_eX]

[DOI]

Motonobu Kanagawa

Stat. Comput., 2019

Asymptotics of Maximum Likelihood Parameter Estimates For Gaussian Processes: The Ornstein-Uhlenbeck Prior.

[BibT_eX]

[DOI]

Proceedings of the 29th IEEE International Workshop on Machine Learning for Signal Processing, 2019

2018

Fully Symmetric Kernel Quadrature.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2018

A Bayes-Sard Cubature Method.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

Mixture Representation of the MatéRn class with Applications in State Space Approximations and Bayesian quadrature.

[BibT_eX]

[DOI]

Proceedings of the 28th IEEE International Workshop on Machine Learning for Signal Processing, 2018

Bounds on the Covariance Matrix of a Class of Kalman-Bucy Filters for Systems with Non-Linear Dynamics.

[BibT_eX]

[DOI]

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017

Classical quadrature rules via Gaussian processes.

[BibT_eX]

[DOI]

Proceedings of the 27th IEEE International Workshop on Machine Learning for Signal Processing, 2017

Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise.

[BibT_eX]

[DOI]

Proceedings of the 20th International Conference on Information Fusion, 2017

2016

Approximate state-space Gaussian processes via spectral transformation.

[BibT_eX]

[DOI]

Proceedings of the 26th IEEE International Workshop on Machine Learning for Signal Processing, 2016

Fourier-Hermite series for stochastic stability analysis of non-linear Kalman filters.

[BibT_eX]

[DOI]