Publications for Fredrik Lindsten
Co-author map based on ISI articles 2007-

Keywords

system state-space smoothing sampler risk particle parameter nonlinear monte model mixed markov inference identification gaussian clustering chain carlo backward algorithm

Journal Articles

Fredrik Lindsten and Thomas B. Schön
  Backward simulation methods for Monte Carlo statistical inference
  Foundations and Trends in Machine Learning, 2013, 6(1), 1-143.

Fredrik Lindsten, Thomas Schön and Michael I. Jordan
  Bayesian semiparametric Wiener system identification
  Automatica, 2013, 49(7), 2053-2063.
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 Web of Science® Times Cited: 3

Conference Articles

Roger Frigola, Fredrik Lindsten, Thomas B. Schön and Carl E. Rasmussen
  Identification of Gaussian process state-space models with particle stochastic approximation EM
  Proceedings of the 19th IFAC World Congress, 2014.


Johan Dahlin and Fredrik Lindsten
  Particle filter-based Gaussian process optimisation for parameter inference
  19th IFAC World Congress, Cape Town, South Africa, August 24-29, 2014.


Roger Frigola, Fredrik Lindsten, Thomas B. Schön and Carl E. Rasmussen
  Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC
  Advances in Neural Information Processing Systems 26, 2013.


Johan Dahlin, Fredrik Lindsten and Thomas Schön
  Particle Metropolis Hastings using Langevin Dynamics
  Proceedings of the 38th International Conference on Acoustics, Speech, and Signal Processing, 2013.


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Ehsan Taghavi, Fredrik Lindsten, Lennart Svensson and Thomas B. Schön
  Adaptive stopping for fast particle smoothing
  Proceedings of the 38th International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2013.


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Fredrik Lindsten, Pete Bunch, Simon J. Godsill and Thomas Schön
  Rao-Blackwellized Particle Smoothers for Mixed Linear/Nonlinear State-Space Models
  Proceedings of the 38th International Conference on Acoustics, Speech, and Signal Processing, 2013.


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Fredrik Lindsten
  An Efficient Stochastic Approximation EM Algorithm using Conditional Particle Filters
  Proceedings of the 38th International Conference on Acoustics, Speech, and Signal Processing, 2013.


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Fredrik Lindsten, Michael I. Jordan and Thomas Schön
  Ancestor Sampling for Particle Gibbs
  Proceedings of the 26th Conference on Neural Information Processing Systems, 2012.


Adrian Wills, Thomas Schön, Fredrik Lindsten and Brett Ninness
  Estimation of Linear Systems using a Gibbs Sampler
  Proceedings<em> of the 16th IFAC Symposium on System Identification</em>, 2012.


Fredrik Lindsten, Thomas B. Schön and Lennart Svensson
  A non-degenerate Rao-Blackwellised particle filter for estimating static parameters in dynamical models
  Proceedings of the 16th IFAC Symposium on System Identification, 2012.


Fredrik Lindsten, Thomas B. Schön and Michael I. Jordan
  A Semiparametric Bayesian Approach to Wiener System Identification
  Proceedings of the 16th IFAC Symposium on System Identification, 2012.


Fredrik Lindsten and Thomas Schön
  On the Use of Backward Simulation in the Particle Gibbs Sampler
  Proceedings of the 37th IEEE International Conference on Acoustics, Speech, and Signal Processing, 2012.


 Web of Science® Times Cited: 2

Johan Dahlin, Fredrik Lindsten, Thomas Bo Schön and Adrian George Wills
  Hierarchical Bayesian approaches for robust inference in ARX models
  Proceedings from the 16th IFAC Symposium on System Identification, 2012, 2012.


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Fredrik Lindsten, Thomas Schön and Jimmy Olsson
  An Explicit Variance Reduction Expression for the Rao-Blackwellised Particle Filter
  Proceedings of the 18th IFAC World Congress, 2011.


Fredrik Lindsten, Henrik Ohlsson and Lennart Ljung
  Clustering using Sum-of-Norms Regularization: With Application to Particle Filter Output Computation
  Proceedings of the 2011 IEEE Statistical Signal Processing Workshop, 2011.


 Web of Science® Times Cited: 1

Fredrik Lindsten, Jonas Callmer, Henrik Ohlsson, David Törnqvist, Thomas Schön and Fredrik Gustafsson
  Geo-Referencing for UAV Navigation using Environmental Classification
  Proceedings of the 2010 IEEE International Conference on Robotics and Automation, 2010.


Fredrik Lindsten and Thomas Schön
  Identification of Mixed Linear/Nonlinear State-Space Models
  Proceedings of the 49th IEEE Conference on Decision and Control, 2010.


 Web of Science® Times Cited: 2  Fulltext PDF

Fredrik Lindsten, Per-Johan Nordlund and Fredrik Gustafsson
  Conflict Detection Metrics for Aircraft Sense and Avoid Systems
  Proceedings of the 7th IFAC Symposium on Fault Detection, Supervision and Safety of Technical Processes, 2009.


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Ph.D. Theses

Fredrik Lindsten
  Particle filters and Markov chains for learning of dynamical systems
  2013.


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Licentiate Theses

Johan Dahlin
  Sequential Monte Carlo for inference in nonlinear state space models
  2014.


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Fredrik Lindsten
  Rao-Blackwellised particle methods for inference and identification
  2011.


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Reports

Johan Dahlin, Fredrik Lindsten, Thomas Schön and Adrian Wills
  Robust ARX Models with Automatic Order Determination and Student's t Innovations
  LiTH-ISY-R, 3041, 2011.


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Fredrik Lindsten, Thomas Schön and Michael I. Jordan
  A Semiparametric Bayesian Approach to Wiener System Identification
  LiTH-ISY-R, 3037, 2011.


  Fulltext PDF

Fredrik Lindsten and Thomas B. Schön
  Rao-Blackwellized Particle Smoothers for Mixed Linear/Nonlinear State-Space Models
  LiTH-ISY-R, 3018, 2011.


  Fulltext PDF

Fredrik Lindsten, Henrik Ohlsson and Lennart Ljung
  Clustering using Sum-of-Norms Regularization: With Application to Particle Filter Output Computation
  LiTH-ISY-R, 2993, 2011.


  Fulltext PDF

Fredrik Lindsten, Henrik Ohlsson and Lennart Ljung
  Just Relax and Come Clustering!: A Convexification of k-Means Clustering
  LiTH-ISY-R, 2992, 2011.


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Fredrik Lindsten, Thomas B. Schön and Jimmy Olsson
  An Explicit Variance Reduction Expression for the Rao-Blackwellised Particle Filter
  LiTH-ISY-R, 2979, 2010.


  Fulltext PDF

Fredrik Lindsten and Thomas Schön
  Inference in Mixed Linear/Nonlinear State-Space Models using Sequential Monte Carlo
  LiTH-ISY-R, 2946, 2010.


  Fulltext PDF

Fredrik Lindsten and Thomas B. Schön
  Maximum Likelihood Estimation in Mixed Linear/Nonlinear State-Space Models
  LiTH-ISY-R, 2958, 2010.


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Fredrik Lindsten, Jonas Callmer, Henrik Ohlsson, David Törnqvist, Thomas Schön and Fredrik Gustafsson
  Geo-Referencing for UAV Navigation using Environmental Classification
  LiTH-ISY-R, 2957, 2010.


  Fulltext PDF

Fredrik Lindsten, Per-Johan Nordlund and Fredrik Gustafsson
  Conflict Detection Metrics for Aircraft Sense and Avoid Systems
  LiTH-ISY-R, 2931, 2009.


  Fulltext PDF