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- 2021
-
Mark
Bayesian ode solvers: The maximum a posteriori estimate
- Contribution to journal › Article
- 2020
-
Mark
Variable splitting methods for constrained state estimation in partially observed markov processes
- Contribution to journal › Letter
-
Mark
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Contribution to journal › Article
-
Mark
State-Space Gaussian Process for Drift Estimation in Stochastic Differential Equations
(2020) IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) 2020
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Importance Densities for Particle Filtering Using Iterated Conditional Expectations
- Contribution to journal › Article
-
Mark
Iterative and Geometric Methods for State Estimation in Non-linear Models
- Thesis › Doctoral thesis (compilation)
- 2019
-
Mark
Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Contribution to journal › Article
-
Mark
Iterated Extended Kalman Smoother-Based Variable Splitting for L1-Regularized State Estimation
- Contribution to journal › Article
-
Mark
Gaussian target tracking with direction-of-arrival von Mises–Fisher measurements
- Contribution to journal › Article
-
Mark
Student's t-Filters for Noise Scale Estimation
- Contribution to journal › Article