Concepedia

Matti Vihola

MV

16

Publications

825

Citations

13

H-Index

2002

Active since

Affiliations

University of Jyväskylä(Current)

University of Bristol

Aalto University

Centre National de la Recherche Scientifique

Télécom Paris

Matti Vihola is an author at University of Jyväskylä specializing in engineering, computer science, and probability theory.

Top concepts

EngineeringComputer ScienceProbabilityStatisticsUncertainty QuantificationEntropyData ScienceSystems EngineeringApproximation TheoryStochastic Processes

Publications per year

2002–2020

16

Publications

16

Robust adaptive Metropolis algorithm with coerced acceptance rate

Matti Vihola · Statistics and Computing · 2011 · 272 citations

Engineering, Stochastic Optimization, Uncertainty Quantification +4

An Adaptive Parallel Tempering Algorithm

Błażej Miasojedow, Éric Moulines, Matti Vihola · Journal of Computational and Graphical Statistics · 2013 · 105 citations

Numerical Analysis, Engineering, Parallel Tempering Algorithm +21

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

Eero Saksman, Matti Vihola · The Annals of Applied Probability · 2010 · 67 citations · Full text

Rao-blackwellised particle filtering in random set multitarget tracking

Matti Vihola · IEEE Transactions on Aerospace and Electronic Systems · 2007 · 61 citations

Location Tracking, Engineering, Rbpf Approach +16

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

Christophe Andrieu, Anthony Lee, Matti Vihola · Bernoulli · 2017 · 55 citations · Full text

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