Instantaneous frequency estimation using Gaussian processes.

My D.Sc dissertation.

Generative diffusions with particle Gibbs.

Kalman filter and RTS smoother in Rust.

Stochastic filtering with moments representation.

Partial Bayesian neural networks.

Gaussian process regression in O(log N) time.

Spectro-temporal estimation of signal using Kalman filter.

State-space deep Gaussian processes.

The theme of this website.

Compute conditional expectations of SDEs.

TME-based Gaussian filter and smoother.