SärkkäAalto University

Simo Särkkä

Associate Professor, Department of Electrical Engineering and Automation

What do you do?

What do you do?

You can find more information on my primary home page linked below, including an up-to-date list of publications:

http://users.aalto.fi/~ssarkka/

The publications list in the end of this page is automatically generated from Aalto's publication database which is not updated so regularly and might contain errors.

Google scholar profile can be found here:

https://scholar.google.fi/citations?user=QVhmc9cAAAAJ

 

Where do you come from?

Where do you come from=

Here are some of the things that I have been doing until now:

  • 2015- Director of IndoorAtlas Ltd.
  • 2013- Academy Research Fellow, Aalto University
  • 2013- Technical advisor of IndoorAtlas Ltd.
  • 2012- Docent (Adj.Prof.), Lappeenranta University of Technology
  • 2011- Docent (Adj.Prof.), Tampere University of Technology
  • 2007- Independent consultant
  • 2014 (May) Visiting Scholar, Chalmers University of Technology
  • 2013 (Oct-Dec) Visiting Professor, University of Oxford
  • 2011 (Apr-Dec) Visiting Scholar, University of Cambridge
  • 2010-2013 Senior Researcher, Aalto University
  • 2007-2009 Staff Scientist, Nalco / Nalco-Mobotec
  • 2002-2007 R&D Manager, Indagon Ltd.
  • 2000-2002 Research Engineer, Nokia Ltd.
     

Contact information

Work street address
Rakentajanaukio 2c
02150
Espoo
Finland
Room number
F305
Work email
simo.sarkka at aalto.fi
Work mobile phone
+358 50 5124 393
Skype
Call | Add to Contacts
Twitter
http://twitter.com/@simosarkka
Web site

Publications

Peer-reviewed scientific articles

Journal article-refereed, Original research

Statistical analysis of differential equations introducing probability measures on numerical solutions

Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos 

2017 

STATISTICS AND COMPUTING 

ISSN: 0960-3174 

Iterated posterior linearisation smoother

García-Fernández, Ángel; Svensson, Lennart; Särkkä, Simo 

2017 

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 

ISSN: 0018-9286 

Probability Measures for Numerical Solutions of Differential Equations

Conrad, Patrick; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos 

2016 

STATISTICS AND COMPUTING 

ISSN: 0960-3174 

Sigma-Point Filtering and Smoothing Based Parameter Estimation in Nonlinear Dynamic Systems

Kokkala, Juho; Solin, Arno; Särkkä, Simo 

2016 

JOURNAL OF ADVANCES IN INFORMATION FUSION 

ISSN: 1557-6418 

Rao-Blackwellized Particle Smoothers for Conditionally Linear Gaussian Models

Lindsten, Fredrik; Bunch, Pete; Särkkä, Simo; Schön, Thomas B.; Godsill, Simon J. 

2016 

IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING 

ISSN: 1932-4553 

Moment conditions for convergence of particle filters with unbounded importance weights

Mbalawata, Isambi S.; Särkkä, Simo 

2016 

SIGNAL PROCESSING 

ISSN: 0165-1684 

On the relation between Gaussian process quadratures and sigma-point methods

Särkkä, Simo; Hartikainen, Jouni; Svensson, Lennart; Sandblom, Fredrik 

2016 

JOURNAL OF ADVANCES IN INFORMATION FUSION 

ISSN: 1557-6418 

Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems

Ala-Luhtala, Juha; Särkkä, Simo; Piche, Robert 

2015 

SIGNAL PROCESSING 

ISSN: 0165-1684 

Batch nonlinear continuous-time trajectory estimation as exactly sparse Gaussian process regression

Anderson, Sean; Barfoot, Timothy D.; Tong, Chi Hay; Särkkä, Simo 

2015 

AUTONOMOUS ROBOTS 

ISSN: 0929-5593 

A Bayesian Particle Filtering Method For Brain Source Localisation

Chen, Xi; Särkkä, Simo; Godsill, Simon 

2015 

DIGITAL SIGNAL PROCESSING 

ISSN: 1051-2004 

Posterior Linearization Filter: Principles and Implementation Using Sigma Points

Garcia-Fernandez, Angel F.; Svensson, Lennart; Morelande, Mark R.; Särkkä, Simo 

2015 

IEEE TRANSACTIONS ON SIGNAL PROCESSING 

ISSN: 1053-587X 

On the (non-)convergence of particle filters with Gaussian importance distributions

Kokkala, Juho; Särkkä, Simo 

2015 

IFAC-PapersOnLine 

ISSN: 2405-8963 

Combining particle MCMC with Rao-Blackwellized Monte Carlo data association for parameter estimation in multiple target tracking

Kokkala, Juho; Särkkä, Simo 

2015 

DIGITAL SIGNAL PROCESSING 

ISSN: 1051-2004 

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

Mbalawata, Isambi S.; Särkkä, Simo; Vihola, Matti; Haario, Heikki 

2015 

Computational Statistics and Data Analysis 

ISSN: 0167-9473 

Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC

Särkkä, Simo; Hartikainen, Jouni; Mbalawata, Isambi Sailon; Haario, Heikki 

2015 

STATISTICS AND COMPUTING 

ISSN: 0960-3174 

Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes

Lyons, Simon M.J.; Särkkä, Simo; Storkey, Amos J. 

2014 

IEEE TRANSACTIONS ON SIGNAL PROCESSING 

ISSN: 1053-587X 

Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering

Mbalawata, Isambi S.; Särkkä, Simo; Haario, Heikki 

2013 

COMPUTATIONAL STATISTICS 

ISSN: 0943-4062 

Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data

Solin, Arno; Särkkä, Simo 

2013 

PHYSICAL REVIEW E 

ISSN: 1539-3755 

Gaussian filtering and smoothing for continuous-discrete dynamic systems

Särkkä, Simo; Sarmavuori, Juha 

2013 

SIGNAL PROCESSING 

ISSN: 0165-1684 

Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing

Särkkä, Simo; Solin, Arno; Hartikainen, Jouni 

2013 

IEEE SIGNAL PROCESSING MAGAZINE 

ISSN: 1053-5888 

Fourier-Hermite Kalman Filter

Sarmavuori, Juha; Särkkä, Simo 

2012 

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 

ISSN: 0018-9286 

Dynamic retrospective filtering of physiological noise in BOLD fMRI: DRIFTER

Särkkä, S.; Solin, A.; Nummenmaa, A.; Vehtari, A.; Auranen, T.; Vanni, S.; Lin, F.-H. 

2012 

NEUROIMAGE 

ISSN: 1053-8119 

Phase-Based UHF RFID Tracking with Non-Linear Kalman Filtering and Smoothing

Särkkä, Simo; Viikari, Ville; Huusko, Miika; Jaakkola, Kaarle 

2012 

IEEE SENSORS JOURNAL 

ISSN: 1530-437X 

State space regularization in the nonstationary inverse problem for diffuse optical tomography

Hiltunen, P.; Särkkä, S.; Nissilä, I.; Lajunen, A.; Lampinen, J. 

2011 

Inverse Problems 

ISSN: 0266-5611 

Accurate Discretization of Analog Audio Filters with Application to Parametric Equalizer Design.

Särkkä, Simo; Huovilainen, Antti 

2011 

IEEE TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING 

ISSN: 1558-7916 

On Gaussian Optimal Smoothing of Non-Linear State Space Models

Särkkä, Simo; Hartikainen, Jouni 

2010 

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 

ISSN: 0018-9286 

Continuous-Time and Continuous-Discrete-Time Unscented Rauch-Tung-Striebel Smoothers

Särkkä, Simo 

2010 

SIGNAL PROCESSING 

ISSN: 0165-1684 

Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations

Särkkä, Särkkä 

2009 

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 

ISSN: 0018-9286 

Unscented Rauch-Tung-Striebel smoother

Särkkä, Simo 

2008 

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 

ISSN: 0018-9286 

Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous - Time Non-Linear Systems

Särkkä, Simo; Sottinen, Tommi 

2008 

BAYESIAN ANALYSIS 

CATS benchmark time series prediction by Kalman smoother with cross-validated noise density

Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko 

2007 

NEUROCOMPUTING 

ISSN: 0925-2312 

On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

Särkkä, Simo 

2007 

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 

Rao-Blackwellized Particle Filter for Multiple Target Tracking

Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko 

2007 

INFORMATION FUSION 

ISSN: 1566-2535 

Conference proceedings

Expectation–maximization algorithm with a nonlinear kalman smoother for MEG/EEG connectivity estimation

Subramaniyam, Narayan Puthanmadam; Tronarp, Filip; Särkkä, Simo; Parkkonen, Lauri 

2018 

IFMBE Proceedings 

Springer-Verlag 

ISBN: 9789811051210 

ISSN: 1680-0737 

IMU and magnetometer modeling for smartphone-based PDR

Hostettler, Roland; Särkkä, Simo 

2016 

International Conference on Indoor Positioning and Indoor Navigation 

Institute of Electrical and Electronics Engineers Inc. 

ISBN: 9781509024254 

ISSN: 2162-7347 

Approximate state-space Gaussian processes via spectral transformation

Karvonen, Toni; Särkkä, Simo 

2016 

IEEE International Workshop on Machine Learning for Signal Processing 

IEEE COMPUTER SOCIETY PRESS 

ISBN: 9781509007462 

ISSN: 2161-0363 

Fourier–Hermite series for stochastic stability analysis of non-linear Kalman filters

Karvonen, Toni; Särkkä, Simo 

2016 

IEEE 

ISBN: 978-0-9964527-4-8 

On the use of gradient information in Gaussian process quadratures

Pruher, Jakub; Särkkä, Simo 

2016 

IEEE International Workshop on Machine Learning for Signal Processing 

IEEE COMPUTER SOCIETY PRESS 

ISBN: 9781509007462 

ISSN: 2161-0363 

Terrain navigation in the magnetic landscape Particle filtering for indoor positioning

Solin, Arno; Särkkä, Simo; Kannala, Juho; Rahtu, Esa 

2016 

Institute of Electrical and Electronics Engineers Inc. 

ISBN: 9781479989157 

Nonlinear state space model identification using a regularized basis function expansion

Svensson, Andreas; Schön, Thomas B.; Solin, Arno; Särkkä, Simo 

2016 

The Institute of Electrical and Electronics Engineers, Inc. 

ISBN: 9781479919635 

On the LP-convergence of a Girsanov theorem based particle filter

Särkkä, Simo; Moulines, Eric 

2016 

Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing 

Institute of Electrical and Electronics Engineers Inc. 

ISBN: 9781479999880 

ISSN: 1520-6149 

Sigma-Point Filtering for Nonlinear Systems with Non-Additive Heavy-Tailed Noise

Tronarp, Filip; Hostettler, Roland; Särkkä, Simo 

2016 

IEEE 

ISBN: 978-0-9964527-4-8 

Pedestrian Localization in Moving Platforms Using Dead Reckoning, Particle Filtering and Map Matching

Bojja, Jayaprasad; Collin, Jussi; Särkkä, Simo; Takala, Jarmo 

2015 

ISBN: 978-1-4673-6997-8 

ISSN: 1520-6149 

Split-Gaussian Particle Filter

Kokkala, Juho; Särkkä, Simo 

2015 

ISBN: 978-0-9928626-4-0 

State Space Methods for Efficient Inference in Student-t Process Regression

Solin, Arno; Särkkä, Simo 

2015 

ISSN: 1938-7288 

Adaptive Kalman Filtering and Smoothing for Gravitation Tracking in Mobile Systems

Särkkä, Simo; Tolvanen, Ville; Kannala, Juho; Rahtu, Esa 

2015 

ISBN: 978-1-4673-8402-5 

Batch Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression.

Barfoot, Tim; Tong, Chi; Särkkä, Simo 

2014 

Expectation Maximization Based Parameter Estimation by Sigma-Point and Particle Smoothing

Kokkala, Juho; Solin, Arno; Särkkä, Simo 

2014 

Weight Moment Conditions for L4 Convergence of Particle Filters for Unbounded Test Functions.

Mbalawata, Isambi; Särkkä, Simo 

2014 

On The L4 Convergence of Particle Filters with General Importance Distributions

Mbalawata, Isambi; Särkkä, Simo 

2014 

Gaussian Quadratures for State Space Approximation of Scale Mixtures of Squared Exponential Covariance Functions

Solin, Arno; Särkkä, Simo 

2014 

IEEE 

Explicit Link Between Periodic Covariance Functions and State Space Models

Solin, Arno; Särkkä, Simo 

2014 

Catching Physiological Noise: Comparison of DRIFTER in Image and k-Space

Solin, Arno; Särkkä, Simo; Nummenmaa, Aapo; Vehtari, Aki; Lin, Fa-Hsuan 

2014 

On convergence and accuracy of state-space approximations of squared exponential covariance functions

Särkkä, Simo; Piche, Robert 

2014 

RFID-based butterfly location sensing system

Särkkä, Simo; Viikari, Ville; Jaakkola, Kaarle 

2014 

European Signal Processing Conference 

European Signal Processing Conference, EUSIPCO 

ISBN: 9780992862619 

ISSN: 2076-1465 

Gaussian Process Quadratures in Nonlinear Sigma-Point Filtering and Smoothing

Särkkä, SImo; Hartikainen, Jouni; Svensson, Lennart; Sandblom, Fredrik 

2014 

Probabilistic Initiation and Termination for MEG Multiple Dipole Localization Using Sequential Monte Carlo Methods

Chen, Xi; Särkkä, Simo; Godsill, Simon 

2013 

Timefrequency dynamics of brain connectivity by stochastic oscillator models and Kalman filtering

Solin, Arno; Glerean, Enrico; Särkkä, Simo 

2013 

Volumetric space-time structure of physiological noise in BOLD fMRI

Solin, Arno; Särkkä, Simo; Nummenmaa, Aapo; Vehtari, Aki; Auranen, Toni; Vanni, Simo; Lin, Fa-Hsuan 

2013 

Non-Linear Noise Adaptive Kalman Filtering via Variational Bayes

Särkkä, Simo; Hartikainen, Jouni 

2013 

Continuous-Space Gaussian Process Regression and Generalized Wiener Filtering with Application to Learning Curves

Särkkä, Simo; Solin, Arno 

2013 

State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction

Hartikainen, Jouni; Seppänen, Mari; Särkkä, Simo 

2012 

ASSOCIATION FOR COMPUTING MACHINERY 

ISBN: 978-1-4503-1285-1 

The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes

Lyons, Simon M.J.; Storkey, Amos J; Särkkä, Simo 

2012 

ISSN: 1049-5258 

Recursive Outlier-Robust Filtering and Smoothing for Nonlinear Systems Using the Multivariate Student-t Distribution

Piche, Robert; Särkkä, Simo; Hartikainen, Jouni 

2012 

Fourier-Hermite Rauch-Tung-Striebel Smoother

Sarmavuori, Juha; Särkkä, Simo 

2012 

ISBN: 978-1-4673-1068-0 

Infinite-Dimensional Kalman Filtering Approach to Spatio-Temporal Gaussian Process Regression

Särkkä, Simo; Hartikainen, Jouni 

2012 

ISSN: 1532-4435 

Identification of Spatio-Temporal Oscillatory Signal Structure in Cerebral Hemodynamics Using DRIFTER.

Särkkä, S.; Solin, A.; Nummenmaa, A.; Vehtari, A.; Auranen, T.; Vanni, S.; Lin, F.-H. 

2012 

A Backward-Simulation Based Rao-Blackwellized Particle Smoother for Conditionally Linear Gaussian Models

Särkkä, Simo; Bunch, Pete; Godsill, Simon J. 

2012 

ISBN: 978-1-62276-229-3 

On Continuous-Discrete Cubature Kalman Filtering

Särkkä, Simo; Solin, Arno 

2012 

ISBN: 978-1-62276-229-3 

Sparse Spatio-Temporal Gaussian Processes with General Likelihoods

Hartikainen, Jouni; Riihimäki, Jaakko; Särkkä, Simo 

2011 

Sequential Inference for Latent Force Models

Hartikainen, Jouni; Särkkä, Simo 

2011 

Learning Curves for Gaussian Processes via Numerical Cubature Integration

Särkkä, Simo 

2011 

Dynamical statistical modeling of physiological noise for fast BOLD fMRI

Särkkä, S.; Nummenmaa, A.; Solin, A.; Vehtari, A.; Witzel, T.; Auranen, T.; Vanni, S.; Hämäläinen, M.S.; Lin, F-H. 

2011 

Linear Operators and Stochastic Partial Differential Equations in Gaussian Process Regression

Särkkä, Simo 

2011 

Kalman Filtering and Smoothing Solutions to Temporal Gaussian Process Regression Models

Hartikainen, Jouni; Särkkä, Simo 

2010 

Sigma Point Methods in Optimal Smoothing of Non-Linear Stochastic State Space Models

Särkkä, Simo; Hartikainen, Jouni 

2010 

Predicton of ESTSP Competition Time Series by Unscented Kalman Filter and RTS Smoother

Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko 

2007 

On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations

Särkkä, Simo 

2006 

Time series prediction by Kalman smoother with cross validated noise density

Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko 

2004 

IEEE International Joint Conference on Neural Networks (IJCNN) 

IEEE 

ISBN: 0-7803-8359-1 

ISSN: 1098-7576 

Rao-Blackwellized Monte Carlo Data Association for Multiple Target Tracking

Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko 

2004 

On MCMC sampling in Bayesian MLP neural networks.

Vehtari, Aki; Särkkä, Simo; Lampinen, Jouko 

2000 

IEEE International Joint Conference on Neural Networks (IJCNN) 

IEEE Computer Society 

ISSN: 1098-7576 

Non-refereed scientific articles

Unrefereed conference proceedings

The 10th annual MLSP competition: First place

Solin, Arno; Särkkä, Simo 

2014 

IEEE 

Scientific books (monographs)

Book

贝叶斯滤波与平滑 (Bayesian filtering and smoothing)

Särkkä, Simo 

2015 

Cambridge University Press 

ISBN: 978-7-118-10247-5  

Bayesian Filtering and Smoothing

Särkkä, Simo 

2013 

Cambridge University Press 

ISBN: 9781107619289 

Publications intended for professional communities

Published development or research report

Rao-Blackwellized Particle Filter for Tracking Unknown Number of Targets in Clutter

Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko 

2005 

Probabilistic methods in multiple target tracking - Review and bibliography

Särkkä, Simo; Tamminen, Toni; Vehtari, Aki; Lampinen, Jouko 

2004 

Audiovisual material, ICT software

ICT programs or applications

FBM tools for Matlab 6.x, Version 1.0

Särkkä, Simo; Vehtari, Aki 

2003 

MCMC Diagnostics for Matlab 6.x

Särkkä, Simo; Vehtari, Aki 

2003 

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