Postdoctoral Researcher

Department of Physiology, University of Bern
January 2018 – June 2021

Research

• Developing/validating scalable algorithms for online state estimation in high-dimensional stochastic systems
• Accelerating SMC algorithm for real-time optimal experimental design using GPUs
• Geometric formulation of nonlinear filtering theory using concepts from information theory / geometry
• Collaborations on uncertainty quantification in deep neural networks

Publications

• A unification of weighted and unweighted particle filters
• On the choice of metric in gradient-based theories of brain function
• Asymptotically exact unweighted particle filters for manifold-valued hidden states and point process observations
• The Hitchhiker’s guide to nonlinear filtering
• Gauge freedom within the class of linear feedback particle filters