Robust adaptive Metropolis algorithm with coerced acceptance rate M Vihola Statistics and computing 22, 997-1008, 2012 | 330 | 2012 |
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms C Andrieu, M Vihola Annals of Applied Probability 25 (2), 1030-1077, 2015 | 144 | 2015 |
An adaptive parallel tempering algorithm B Miasojedow, E Moulines, M Vihola Journal of Computational and Graphical Statistics 22 (3), 649-664, 2013 | 119 | 2013 |
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 | 103 | 2018 |
Rao-Blackwellised particle filtering in random set multitarget tracking M Vihola Aerospace and Electronic Systems, IEEE Transactions on 43 (2), 689-705, 2007 | 93 | 2007 |
Unbiased estimators and multilevel Monte Carlo M Vihola Operations Research 66 (2), 448-462, 2018 | 80 | 2018 |
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E Saksman, M Vihola Annals of Applied Probability 20 (6), 2178-2203, 2010 | 77 | 2010 |
Establishing some order amongst exact approximations of MCMCs C Andrieu, M Vihola Annals of Applied Probability 26 (5), 2661-2696, 2016 | 70 | 2016 |
Random sets for multitarget tracking and data fusion M Vihola Tampere University of Technology, 2004 | 55* | 2004 |
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 | 53 | 2015 |
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo M Vihola, J Helske, J Franks Scandinavian Journal of Statistics 47 (4), 1339-1376, 2020 | 42* | 2020 |
Coupled conditional backward sampling particle filter A Lee, SS Singh, M Vihola The Annals of Statistics 48 (5), 3066-3089, 2020 | 37 | 2020 |
Unbiased inference for discretely observed hidden Markov model diffusions NK Chada, J Franks, A Jasra, KJ Law, M Vihola SIAM/ASA Journal on Uncertainty Quantification 9 (2), 763-787, 2021 | 35 | 2021 |
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 | 35 | 2002 |
On the stability and ergodicity of adaptive scaling Metropolis algorithms M Vihola Stochastic processes and their applications 121 (12), 2839-2860, 2011 | 32 | 2011 |
Quantitative convergence rates for subgeometric Markov chains C Andrieu, G Fort, M Vihola Journal of Applied Probability 52 (2), 391-404, 2015 | 30 | 2015 |
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 | 27 | 2016 |
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic C Andrieu, VB Tadić, M Vihola Annals of Applied Probability 25 (1), 1-45, 2015 | 21 | 2015 |
Markovian stochastic approximation with expanding projections C Andrieu, M Vihola Bernoulli 20 (2), 545-585, 2014 | 21 | 2014 |
Stochastic order characterization of uniform integrability and tightness L Leskelä, M Vihola Statistics & Probability Letters 83 (1), 382-389, 2013 | 18 | 2013 |