My main research interest is nonlinear inference, especially within the context of dynamical systems, solved using probabilistic models and algorithms. In terms of scientific fields, my research is situated somewhere on the intersection between the fields of machine learning, signal processing and automatic control. My aim is to pursue both basic and applied research, where the latter is typically carried out in close collaboration with industry. A brief overview of my research is available here and my publications are available here.
Recent research results/news
September 22, 2014: Our new derivation of recursive direct weight optimization has been accepted for publication in IEEE TAC
Liang Dai and Thomas B. Schön. A new structure exploiting derivation of recursive direct weight optimization. IEEE Transactions on Automatic Control, 2014. (accepted for publication)
September 9, 2014: Our paper on inference in general probabilistic graphical models has been accepted for publication at NIPS 2014. Our method is consistent and it provides unbiased estimates of the partition function. I gave a seminar on the idea at the Isaac Newton Institute for Mathematical Sciences in Cambridge earlier this year, the talk is available here.
Christian A. Naesseth, Fredrik Lindsten and Thomas B. Schön. Sequential Monte Carlo methods for graphical models. Advances in Neural Information Processing Systems (NIPS) 27, Montreal, Quebec, Canada, December, 2014. [pdf] [arXiv] [code] [video]
September 8, 2014: Johan Dahlin just started his pre-doc at the University of New South Wales (UNSW) in Sydney, Australia. He hosts are Robert Kohn at the Australian School of Business and Pierre Del Moral at the School of Mathematics and Statistics.
September 4, 2014: I am very glad to announce that Tobias Rydén will join us as an Adjunct Professor. Tobias main employer is Lynx Asset Management and he has perviously held Professor positions (mathematical statistics) at Lund University and KTH.
August 29, 2014: Received the Automatica best paper award for papers published in Automatica 2011-2013, link. Awarded for the paper; Thomas B. Schön, Adrian Wills and Brett Ninness. System identification of nonlinear state-space models. Automatica, 47(1):39-49, January 2011. [pdf] The award was handed out at the 18th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, August, 2014, where we also received a honorable mention (nominated for the best application paper award) with the paper Manon Kok, Jeroen D. Hol and Thomas B. Schön. An optimization-based approach to human body motion capture using inertial sensors. [pdf]
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