Toni KarvonenDoctoral student, Aalto University, 2016–
M.Sc. (applied mathematics), University of Helsinki, 2015
I am a second year doctoral student in the research group of sensor informatics and medical technology at the Department of Electrical Engineering and Automation, Aalto University. The group is led by my supervisor, Prof. Simo Särkkä.
My main research interests are
- Theoretical stability and convergence analysis of approximate filters for non-linear systems. I am particularly interested in non-linear Kalman filters.
- Probabilistic numerics. My focus is on developing theory and practical algorithms for kernel (or Bayesian) quadrature.
Contact Informationemail: firstname.lastname@example.org
Street AddressRoom F322, F-talo
Postal AddressPO box 12200
Publications (Google Scholar)
- Toni Karvonen and Simo Särkkä (2018). Fully symmetric kernel quadrature. SIAM Journal on Scientific Computing. Accepted for publication.
- Toni Karvonen and Simo Särkkä (2017). Classical quadrature rules via Gaussian processes. In 27th IEEE International Workshop on Machine Learning for Signal Processing.
- Jakub Prüher, Filip Tronarp, Toni Karvonen, Simo Särkkä and Ondřej Straka (2017). Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise. In 20th International Conference on Information Fusion. Tammy Blair Best Student Paper Award, first runner-up.
- Toni Karvonen, Arno Solin, Ángel F. García-Fernández, Filip Tronarp, Simo Särkkä and Fa-Hsuan Lin (2017). Where is physiological noise lurking in k-space? In Proceedings of ISMRM 2017, 25th Annual Meeting & Exhibition. Appeared as abstract and e-poster.
- Toni Karvonen and Simo Särkkä (2016). Approximate state-space Gaussian processes via spectral transformation. In 26th IEEE International Workshop on Machine Learning for Signal Processing.
- Toni Karvonen and Simo Särkkä (2016). Fourier–Hermite series for stochastic stability analysis of non-linear Kalman filters. In 19th International Conference on Information Fusion, pp. 1829–1836.
- Toni Karvonen (2014). Stability of Linear and Non-Linear Kalman Filters. Master's thesis, instructor Dr. Simo Särkkä (Aalto University), supervisor Dr. Dario Gasbarra (University of Helsinki). Department of Mathematics and Statistics, University of Helsinki.
- Toni Karvonen (2014). Mittojen disintegraatio. Bachelors's thesis (in Finnish), instructor Dr. Ilkka Holopainen (University of Helsinki). Department of Mathematics and Statistics, University of Helsinki.
Talks and posters
- March 5, 2018. Poster. Spring School “Structural Inference” 2018, Lübbenau, Germany.
- March 9, 2018. Talk. “On stability of a class of Kalman–Bucy filters for systems with non-linear dynamics”. SFB 1294 Seminar, Institute for Mathematics, University of Potsdam, Germany.
- April 17, 2018. Talk “Fully symmetric sets for efficient large-scale probabilistic integration”. SIAM Conference on Uncertainty Quantification (MS32: Probabilistic Numerical Methods for Quantification of Discretisation Error), Garden Grove, California, USA.
- December 14, 2017. Talk “Concentration inequalities for the extended Kalman–Bucy filter”. The 23rd Inverse Days, Oulu, Finland.
- August 31, 2017. Poster “Backward simulation smoothing for Gaussian process state-space models”. Sequential Monte Carlo Workshop 2017, Uppsala University, Sweden.
- July 4, 2017. Talk “Some parallels between classical and kernel quadrature”. Max Planck Institute for Intelligent Systems, Tübingen, Germany.
- April 27, 2017. E-poster “Where is physiological noise lurking in k-space?”. ISMRM 25th Annual Meeting & Exhibition, Honolulu, Hawaii, USA.
- March 7, 2017. Poster “Large-scale probabilistic integration”. Spring School “Structural Inference” 2017, Bad Malente, Germany.
- February 9, 2017. Talk “Second order Poincaré inequalities for non-linear Kalman filtering”. Department of Cybernetics, University of West Bohemia, Plzeň, Czech Republic.
- December 16, 2016. Talk “Increasing length-scale in probabilistic numerics”. FOMICS Winter School on Uncertainty Quantification, University of Lugano, Switzerland.
- December 13, 2016. Talk “Non-linear state estimation with Kalman filters”. The 22nd Inverse Days, Kuopio, Finland.
- September 16, 2016. Poster “Approximate state-space Gaussian processes via spectral transformation”. The 26th IEEE International Workshop on Machine Learning for Signal Processing, Salerno, Italy.
- July 8, 2016. Talk “Fourier–Hermite series for stochastic stability analysis of non-linear Kalman filters”. The 19th International Conference on Information Fusion, Heidelberg, Germany.
- April 25, 2016. Talk on covariance function length-scale parameter in Bayesian quadrature. Probabilistic Numerics PhD Meeting, Max Planck Institute for Intelligent Systems, Tübingen, Germany.
- February 12, 2016. Talk “Stability of state estimators for nonlinear stochastic dynamic systems”. Statistics Day 2, Aalto University, Espoo, Finland.