Alessandro Mastrototaro

I have recently obtained my PhD in the program of Applied and Computational Mathematics, with the thesis Advances in Sequential Monte Carlo-based Statistical Learning: Online Algorithmic and Variational Inference (https://kth.diva-portal.org/smash/record.jsf?pid=diva2:1912983).

Articles:

Mastrototaro, A., Müller, M., & Olsson, J. (2024). Recursive Learning of Asymptotic Variational Objectives.arXiv preprint arXiv:2411.02217.

Mastrototaro, A. & Olsson, J.. (2024). Online Variational Sequential Monte Carlo. Proceedings of the 41st International Conference on Machine Learning, in Proceedings of Machine Learning Research 235:35039-35062. Available from https://proceedings.mlr.press/v235/mastrototaro24a.html.

Mastrototaro, A., Olsson, J. Adaptive online variance estimation in particle filters: the ALVar estimator.Stat Comput33, 77 (2023). https://doi.org/10.1007/s11222-023-10243-1

Mastrototaro A., Olsson J. & Alenlöv J. (2022) Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm, Journal of the American Statistical Association, 119:545, 356-367, DOI: 10.1080/01621459.2022.2118602