Search Results for author: Fatemeh Yaghoobi

Found 2 papers, 1 papers with code

Parallel-in-Time Probabilistic Numerical ODE Solvers

1 code implementation2 Oct 2023 Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi, Filip Tronarp, Philipp Hennig, Simo Särkkä

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation.

A Recursive Newton Method for Smoothing in Nonlinear State Space Models

no code implementations15 Jun 2023 Fatemeh Yaghoobi, Hany Abdulsamad, Simo Särkkä

In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods.

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