
---
---

%@string{aij = "Artificial Intelligence J."}
@string{aij = "AIJ"}
%@string{acl = "Proc. Assoc. Comp. Ling. {(ACL)}"}
@string{acl = "Proc. ACL"}
@string{acml = "Proc. Asian Conf. on ML"}
%@string{aaai = "Proc. Conf. Am. Assoc. {AI} ({AAAI})"}
@string{aaai = {{AAAI}}}
%@string{acc = "Proc. Am. Control Conf. ({ACC})"}
@string{acc = "ACC"}
%@string{aistats = "Conf. on {AI} and Statistics {(AISTATS)}"}
@string{aistats = "AISTATS"}
%@string{akbc = "Workshop on Automatic Knowledge base Construction"}
@string{akbc = "AKBC Workshop"}
@string{arxiv = "ArXiv"}
@string{ba = "Bayesian Analysis"}
%@string{bmb = "Bulletin of Mathematical Biology"}
@string{bmb = "Bulletin of Math. Bio."}
%@string{bmvc = "British Machine Vision Conference"}
@string{bmvc = "BMVC"}
@string{cabios = "Computer Applications in the Biological Sciences"}
@string{cacm = "Comm. of the {ACM}"}
%@string{chi = {Proc. ACM Conf. on Human Factors in Computing Systems (CHI)}}
@string{chi = "Proc. CHI"}
@string{cikm = "CIKM"}
%@string{coling = "Intl. Conf. on Comp. Linguistics"}
@string{coling = "COLING"}
%@string{colt = "Proc. of the Workshop on Computational Learning Theory"}
@string{colt = "COLT"}
%@string{conll = "Proc. Conf. Natural Language Learning (CoNLL)"}
@string{conll = "CONLL"}
%@string{corl = "Conf. on Robot Learning"}
@string{corl = "CORL"}
%@string{cvpr = "Proc. {IEEE} Conf. Computer Vision and Pattern Recognition {(CVPR)}"}
@string{cvpr = "CVPR"}
@string{cpm = "Symposium on Combinatorial Pattern Matching"}
%@string{eccv = "Proc. European Conf. on Computer Vision {(ECCV)}"}
@string{eccv = "ECCV"}
%@string{ecml = "Proc. European Conf. on Machine Learning {(ECML)}"}
@string{ecml = "ECML"}
%@string{emnlp = "Proc. Empirical Methods in Natural Language Processing {(EMNLP)}"}
@string{emnlp = "EMNLP"}
%@string{focs = "{IEEE} Symposium on the Foundations of Computer Science ({FOCS})"}
@string{focs = "FOCS"}
@string{gecco = "Proc. of the Conf.  on Genetic and Evolutionary Computation"}
@string{hicss = "Hawaii Intl. Conf. on System Sciences"}
%@string{icann = "Intl. Conf. on Artif.  Neural Networks"}
@string{icann = "ICANN"}
%@string{icassp = "Intl. Conf. on Acoustics, Speech and Signal Proc."}
@string{icassp = "ICASSP"}
%@string{iccv = "Intl. Conf. on Computer Vision"}
@string{iccv = "ICCV"}
%@string{icdar = "Intl. Conf. on Document Analysis and Recognition ({ICDAR})"}
@string{icdar = "ICDAR"}
%@string{icde = "Intl. Conf. on Data Engineering"}
@string{icde = "ICDE"}
@string{icdm = "Intl. Conf. on Data Mining"}
@string{icdm = "ICDM"}
%@string{icirs = "{IEEE} Intl. Conf. on Intelligent Robots and Systems"}
@string{icirs = "ICIRS"}
%@string{icip = "Proc. {IEEE} Intl. Conf. on Image Processing"}
@string{icip = "ICIP"}
%@string{iclr = "Intl. Conf. on Learning Representations ({ICLR})"}
@string{iclr = {{ICLR}}}
%@string{icml = "Intl. Conf. on Machine Learning ({ICML})"}
@string{icml = {{ICML}}}
%@string{icnn = "Proc. {IEEE} Intl. Conf. on Neural Networks"}
@string{icnn = "ICNN"}
%@string{icpr = "Intl. Conf. on Pattern Rec."}
@string{icpr = "ICPR"}
%@string{icra = "IEEE Intl. Conf. on Robotics and Automation"}
@string{icra = "ICRA"}
%@string{icslp = "Proc. Intl. Conf. Spoken Lang."}
@string{icslp = "ICSLP"}
%@string{ijcai = "Intl. Joint Conf. on {AI}"}
@string{ijcai = "IJCAI"}
%@string{ijcv = "Intl. J. Computer Vision"}
@string{icjv = "IJCV"}
%@string{ijcnn = "Intl. J. Conf. on Neural Networks"}
@string{ijcnn = "IJCNN"}
%@string{iros = "{IEEE} Intl. Conf. on Intelligent Robots and Systems"}
@string{iros = "IROS"}
%@string{ismb = "Intl. Conf. on Intelligent Systems for Molecular Biology"}
@string{ismb = "ISMB"}
%@string{iswc = "Intl. Semantic Web Conference"}
@string{iswc = "ISWC"}
@string{jacm = "JACM"}
%@string{jair = "J. of AI Research"}
@string{jair = "JAIR"}
%@string{jasa = "J. of the Am. Stat. Assoc. {(JASA)}"}
@string{jasa = "JASA"}
%@string{jcgs = "J. of Computational and Graphical Statistics"}
@string{jcgs = "JCGS"}
@string{jcss = "J. of Comp. and Sys. Sci."}
@string{jmb = "J. of Mol. Bio."}
@string{jme = "J. of Mol. Evol."}
%@string{jmlr = "J. of Machine Learning Research"}
@string{jmlr = "JMLR"}
%@string{jrssa = "JRSSA"}
@string{jrssa = "J. of Royal Stat. Soc. Series A"}
@string{jrssb = "J. of Royal Stat. Soc. Series B"}
@string{jrssc = "J. of Royal Stat. Soc. Series C"}
@string{jtb = "J. of Theoretical Biology"}
%@string{kdd = "Proc. of the Int'l Conf. on Knowledge Discovery and Data Mining"}
@string{kdd = {{KDD}}}
@string{mlj = "Machine Learning J."}
@string{mlj = "MLJ"}
%@string{naacl = "Proc. of. N. Am. Assoc. of Comp. Ling. ({NAACL})"}
%@string{naacl = "NAACL"}
@string{nar = "Proc. of. Nucleic Acids Research"}
@string{NIPS = {{NIPS}}}
@string{neurips = {{NeurIPS}}}
%@string{pami = "{IEEE} Trans. on Pattern Analysis and Machine Intelligence"}
@string{pami = "{IEEE} PAMI"}
%@string{pnas = "Proc. of the National Academy of Science, {USA}"}
@string{pnas = "PNAS"}
%@string{psb = "Proc. of the Pacific Symp. on Biocomputing"}
@string{psb = "PSB"}
@string{recomb = "RECOMB"}
%@string{rss = "Robotics: Science and Systems conference"}
@string{recsys = {{RecSys}}}
@string{rss = "RSS"}
%@string{sab = "Proc. of the Conf. on Simulation of Adaptive Behavior"}
@string{sab = "SAB"}
%@string{sigir = "{Proc.  Annual Intl.  ACM SIGIR Conference}"}
@string{sigir = "SIGIR"}
@string{sigmod = "SIGMOD"}
%@string{smc = "IEEE Trans. on Systems, Man and Cybernetics"}
@string{smc = "SMC"}
%@string{soda = "{SIAM} Symposium on Discrete Algorithms"}
@string{soda = "SODA"}
@string{spie = "SPIE"}
%@string{stoc = "{ACM} Symposium on the Theory of Computing"}
@string{stoc = "STOC"}
%@string{tacl = "Trans. of the Assoc. Comp. Linguisitics"}
@string{tacl = "TACL"}
%@string{tcs = "Theor. Comput. Sci."}
@string{tcs = "TCS"}
%@string{uai = "Proc. of the Conf. on Uncertainty in {AI} (UAI)"}
@string{uai = {{UAI}}}
%@string{vldb = "Proc. of the Intl. Conf. on Very Large Data Bases (VLDB)"}
@string{vldb = "VLDB"}
%@string{wacv = "Winter Conf. on Appl. of Comp. Vision"}
@string{wacv = "WACV"}
%@string{www = {{Intl. Conf. on the World Wide Web (WWW)}}}
@string{www = {{WWW}}}
%@string{wsdm = {{Proc. ACM intl. conf. on Web search and data mining (WSDM)}}}
@string{wsdm = "WSDM"}



@BOOK{Durbin2012,
  title     = "Time Series Analysis by State Space Methods: Second Edition",
  author    = "Durbin, James and Koopman, Siem Jan",
  publisher = "Oxford University Press",
  edition   = "Revised ed. edition",
  month     =  jul,
  year      =  2012,
  url       = "https://www.amazon.com/Time-Analysis-State-Space-Methods/dp/019964117X",
  language  = "en"
}

@book{Durbin98,
 author = {R. Durbin and S. Eddy and A. Krogh and G. Mitchison},
 title = {Biological Sequence Analysis: Probabilistic Models of Proteins and Nucleic Acids},
  publisher = {Cambridge University Press},
  year = "1998"
}


@BOOK{Evensen2009,
  title     = "Data Assimilation: The Ensemble Kalman Filter",
  author    = "Evensen, Geir",
  publisher = "Springer",
  edition   = "2nd ed. 2009 edition",
  month     =  aug,
  year      =  2009,
  url       = "https://www.amazon.com/Data-Assimilation-Ensemble-Kalman-Filter/dp/3642037100",
  language  = "en"
}


@ARTICLE{Roth2017enkf,
  title   = "The Ensemble Kalman filter: a signal processing perspective",
  author  = "Roth, Michael and Hendeby, Gustaf and Fritsche, Carsten and
             Gustafsson, Fredrik",
  journal = {{EURASIP J. Adv. Signal Processing}},
  volume  =  2017,
  number  =  1,
  pages   = "56",
  month   =  aug,
  year    =  2017,
  url     = "https://doi.org/10.1186/s13634-017-0492-x"
}

@INPROCEEDINGS{Sarkka2020icassp,
  title           = "{Levenberg-Marquardt} and {Line-Search} Extended Kalman
                     Smoothers",
  booktitle       = icassp,
  author          = "Sarkka, Simo and Svensson, Lennart",
  publisher       = "IEEE",
  month           =  may,
  year            =  2020,
  url             = "https://users.aalto.fi/~ssarkka/pub/lm-eks-camera.pdf",
  conference      = "ICASSP 2020 - 2020 IEEE International Conference on
                     Acoustics, Speech and Signal Processing (ICASSP)",
  location        = "Barcelona, Spain"
}



@ARTICLE{Hassan2021,
  title         = "Temporal Parallelization of Inference in Hidden Markov
                   Models",
  author        = "Hassan, Sakira and S{\"a}rkk{\"a}, Simo and
                   Garc{\'\i}a-Fern{\'a}ndez, {\'A}ngel F",
  month         =  feb,
  year          =  2021,
  url           = "http://arxiv.org/abs/2102.05743",
 journal = {{IEEE Trans. Signal Processing}},
 volume = 69,
  pages = "4875--4887"
}


@techreport{Ghahramani96a,
  author = "Z. Ghahramani and G. Hinton",
  title = "Parameter estimation for linear dynamical systems",
  year = 1996,
  institution = "Dept. Comp. Sci., Univ. Toronto",
  number = "CRG-TR-96-2",
  url = "http://www.gatsby.ucl.ac.uk/~zoubin/papers/tr-96-2.ps.gz"
}


@ARTICLE{Garcia-Fernandez2017,
  title    = "Iterated Posterior Linearization Smoother",
  author   = "Garc{\'\i}a-Fern{\'a}ndez, {\'A}ngel F and Svensson, Lennart and
              S{\"a}rkk{\"a}, Simo",
  journal  = "IEEE Trans. Automat. Contr.",
  volume   =  62,
  number   =  4,
  pages    = "2056--2063",
  month    =  apr,
  year     =  2017,
  url      = "https://web.archive.org/web/20200506190022id_/https://research.chalmers.se/publication/249335/file/249335_Fulltext.pdf",
  keywords = "Approximation algorithms;Smoothing methods;Linear
              regression;Probability density function;Signal processing
              algorithms;Current measurement;Noise measurement;Bayesian
              smoothing;iterated smoothing;Rauch-Tung-Striebel
              smoothing;sigma-points;statistical linear regression"
}


@ARTICLE{Tronarp2018,
  title    = "Iterative Filtering and Smoothing in Nonlinear and {Non-Gaussian}
              Systems Using Conditional Moments",
  author   = "Tronarp, Filip and Garc{\'\i}a-Fern{\'a}ndez, {\'A}ngel F and
              S{\"a}rkk{\"a}, Simo",
  journal  = "IEEE Signal Process. Lett.",
  volume   =  25,
  number   =  3,
  pages    = "408--412",
  month    =  mar,
  year     =  2018,
  url      = "https://acris.aalto.fi/ws/portalfiles/portal/17669270/cm_parapub.pdf",
  keywords = "Smoothing methods;Kalman filters;Signal processing
              algorithms;Approximation algorithms;Random
              variables;Estimation;Computational modeling;Iterative
              methods;nonlinear/non-Gaussian systems;state
              estimation;statistical linear regression (SLR)"
}


@ARTICLE{Garcia-Fernandez2019,
  title    = "Gaussian Process Classification Using Posterior Linearization",
  author   = "Garc{\'\i}a-Fern{\'a}ndez, {\'A}ngel F and Tronarp, Filip and
              S{\"a}rkk{\"a}, Simo",
  journal  = "IEEE Signal Process. Lett.",
  volume   =  26,
  number   =  5,
  pages    = "735--739",
  month    =  may,
  year     =  2019,
  url      = "http://dx.doi.org/10.1109/LSP.2019.2906929",
  keywords = "Covariance matrices;Mean square error methods;Approximation
              algorithms;Gaussian approximation;Signal processing
              algorithms;Convergence;Gaussian processes;Gaussian process
              classification;posterior linearization;Bayesian inference"
}


@ARTICLE{Courts2020,
  title         = "Variational System Identification for Nonlinear
                   {State-Space} Models",
  author        = "Courts, Jarrad and Wills, Adrian and Sch{\"o}n, Thomas and
                   Ninness, Brett",
  month         =  dec,
  year          =  2020,
  url           = "http://arxiv.org/abs/2012.05072",
  archivePrefix = "arXiv",
  primaryClass  = "stat.ML",
  eprint        = "2012.05072",
  journal = "arxiv"
}


@ARTICLE{Courts2021,
  title    = "Gaussian Variational State Estimation for Nonlinear {State-Space}
              Models",
  author   = "Courts, Jarrad and Wills, Adrian G and Sch{\"o}n, Thomas B",
  journal  = "IEEE Trans. Signal Process.",
  volume   =  69,
  pages    = "5979--5993",
  year     =  2021,
  url      = "https://arxiv.org/abs/2002.02620",
  keywords = "Smoothing methods;State estimation;Optimization;Filtering;Kalman
              filters;Nonlinear systems;Time measurement;Assumed
              density;filtering;Kalman filters;non-Gaussian noise;nonlinear
              filtering;smoothing;variational inference"
}

@ARTICLE{Sarkka2021,
  title   = "Temporal Parallelization of Bayesian Filters and Smoothers",
  author  = "S{\"a}rkk{\"a}, Simo and Garc{\'\i}a-Fern{\'a}ndez, {\'A}ngel F",
  journal = "IEEE Trans. Automat. Contr.",
  volume  =  66,
  number  =  1,
  year    =  2021,
  url     = "http://arxiv.org/abs/1905.13002"
}


@ARTICLE{BayesNewton,
  title         = "{Bayes-Newton} Methods for Approximate Bayesian Inference
                   with {PSD} Guarantees",
  author        = "Wilkinson, William J and S{\"a}rkk{\"a}, Simo and Solin,
                   Arno",
  month         =  nov,
  year          =  2021,
  url           = "http://arxiv.org/abs/2111.01721",
  archivePrefix = "arXiv",
  primaryClass  = "stat.ML",
  eprint        = "2111.01721",
  journal = "arxiv"
}

@book{vol1,
 author = "K. P. Murphy",
 title = "Probabilistic Machine Learning: An introduciton",
 publisher = "MIT Press",
 year = 2022
}

@book{vol2,
 author = "K. P. Murphy",
 title = "Probabilistic Machine Learning: Advanced Topics",
 publisher = "MIT Press",
 year = 2023
}

@book{Sarkka13,
title = {{Bayesian Filtering and Smoothing}},
 author = "Simo Sarkka",
publisher = "Cambridge University Press",
 year = 2013,
 url = {https://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111.pdf}
}


@ARTICLE{Botvinick2012,
  title    = "Planning as inference",
  author   = "Botvinick, Matthew and Toussaint, Marc",
  journal  = "Trends Cogn. Sci.",
  volume   =  16,
  number   =  10,
  pages    = "485--488",
  month    =  oct,
  year     =  2012,
  url      = "https://pdfs.semanticscholar.org/2ba7/88647916f6206f7fcc137fe7866c58e6211e.pdf",
  language = "en"
}


@ARTICLE{Kappen2012,
  title   = "Optimal control as a graphical model inference problem",
  author  = "Kappen, Hilbert J and G{\'o}mez, Vicen{\c c} and Opper, Manfred",
  journal = "Mach. Learn.",
  volume  =  87,
  number  =  2,
  pages   = "159--182",
  month   =  may,
  year    =  2012,
  url     = "https://doi.org/10.1007/s10994-012-5278-7"
}



@INPROCEEDINGS{Rawlik2012,
  title      = "On stochastic optimal control and reinforcement learning by
                approximate inference",
  booktitle  = "Robotics: Science and Systems {VIII}",
  author     = "Rawlik, Konrad and Toussaint, Marc and Vijayakumar, Sethu",
  publisher  = "Robotics: Science and Systems Foundation",
  month      =  jul,
  year       =  2012,
  url        = "https://blogs.cuit.columbia.edu/zp2130/files/2019/03/On_Stochasitc_Optimal_Control_and_Reinforcement_Learning_by_Approximate_Inference.pdf",
  conference = "Robotics: Science and Systems 2012"
}


@INPROCEEDINGS{Agudelo-Espana2020,
  title     = "Bayesian Online Prediction of Change Points",
  booktitle = uai,
  author    = "Agudelo-Espa{\~n}a, Diego and Gomez-Gonzalez, Sebastian and
               Bauer, Stefan and Sch{\"o}lkopf, Bernhard and Peters, Jan",
  publisher = "PMLR",
  volume    =  124,
  pages     = "320--329",
  series    = "Proceedings of Machine Learning Research",
  year      =  2020,
  url       = "http://proceedings.mlr.press/v124/agudelo-espana20a.html"
}


@ARTICLE{Adams2007,
  title         = "Bayesian Online Changepoint Detection",
  author        = "Adams, Ryan Prescott and MacKay, David J C",
  month         =  oct,
  year          =  2007,
  url           = "http://arxiv.org/abs/0710.3742",
  archivePrefix = "arXiv",
  primaryClass  = "stat.ML",
  eprint        = "0710.3742",
  journal = "arxiv"
}




@article{Fearnhead04,
 author = "Paul Fearnhead",
  title = "Exact Bayesian Curve Fitting and Signal Segmentation",
 journal = "IEEE Trans. Signal Processing",
  volume = 53,
  pages = "2160--2166",
  year = 2004,
 url = "http://www.maths.lancs.ac.uk/~fearnhea/software/ARPS.html",
}



@article{Fearnhead06,
 author = "Paul Fearnhead",
  title = "Exact and Efficient Bayesian Inference for Multiple Changepoint problems",
 year = 2006,
  journal = "Statistics and computing",
  volume = 16,
 pages = "203--213"
}

@article{Fearnhead07,
 title = "Online Inference for Multiple Changepoint Problems",
  author = "P. Fearnhead and Z. Liu",
  year = 2007,
 journal = jrssb,
 volume = 69,
 pages = "589--605"
}

@article{Fearnhead11,
  title={Efficient Bayesian analysis of multiple changepoint models with dependence across segments},
  author={Fearnhead, Paul and Liu, Zhen},
  journal={Statistics and Computing},
  volume={21},
  number={2},
  pages={217--229},
  year={2011},
  publisher={Springer},
  url = {https://eprints.lancs.ac.uk/id/eprint/26279/}
}


@ARTICLE{Tronarp2019,
  title   = "Probabilistic Solutions To Ordinary Differential Equations As
             {Non-Linear} Bayesian Filtering: A New Perspective",
  author  = "Tronarp, Filip and Kersting, Hans and S{\"a}rkk{\"a}, Simo and
             Hennig, Philipp",
  journal = "Stat. Comput.",
  volume  =  29,
  pages   = "1297--1315",
  year    =  2019,
  url     = "http://arxiv.org/abs/1810.03440"
}


@BOOK{Sarkka2019book,
  title     = "Applied stochastic differential equations",
  author    = "Sarkka, Simo and Solin, Arno",
  publisher = "Cambridge University Press",
  year      =  2019,
  url       = "https://users.aalto.fi/~asolin/sde-book/sde-book.pdf",
  language  = "en"
}


@book{HennigBook,
 author = "P. Hennig and H. Kersting and M. Osborne",
 title = "Probabilistic Numerics: Computation as Machine Learning",
 url = {https://www.probabilistic-numerics.org/textbooks/},
 year = 2023,
 publisher = ""
 }


@BOOK{Chopin2020,
  title     = "An Introduction to Sequential Monte Carlo",
  author    = "Chopin, Nicolas and Papaspiliopoulos, Omiros",
  publisher = "Springer",
  edition   =  1,
  month     =  oct,
  year      =  2020,
  url       = "https://www.amazon.com/Introduction-Sequential-Monte-Springer-Statistics/dp/3030478440",
  language  = "en"
}

