Alessandro Mastrototaro

I am PhD student in the program of Applied and Computational Mathematics, I work on sequential Monte Carlo (SMC) methods with focus on SMC-based online state and
parameter inference in general state-space models as well as online algorithmic inference in SMC.

Latest articles:

Alessandro Mastrototaro, Jimmy Olsson & Johan Alenlöv (2024) 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

Mastrototaro, A., Olsson, J. Adaptive online variance estimation in particle filters: the ALVar estimator. Stat Comput 33, 77 (2023). https://doi.org/10.1007/s11222-023-10243-1