Kostas Tsampourakis

@kostastsampourakis.bsky.social

ML researcher with a PhD in statistics from Edinburgh University. Interested in probabilistic models for complex dynamical systems and developing machine learning methods more broadly. kostastsa.github.io

🧵 Preprint alert! Introducing Augmented Gaussian sum filters (AGSF), a novel class of Bayesian filtering algorithms which unifies Gaussian sum (GSF) and particle filters (PF) by interpolating continuously between them, while being robust to common failure modes. arxiv.org/abs/2605.21698

A Gaussian Sum Filter for Unifying Gaussian and Particle Filters

State-space models (SSMs) are a broad class of probabilistic models for dynamical systems with many applications in engineering and science. Bayesian filtering is analytically tractable only in the li...

arxiv.org

🧵 Preprint alert! Introducing Augmented Gaussian sum filters (AGSF), a novel class of Bayesian filtering algorithms which unifies Gaussian sum (GSF) and particle filters (PF) by interpolating continuously between them, while being robust to common failure modes. arxiv.org/abs/2605.21698

A Gaussian Sum Filter for Unifying Gaussian and Particle Filters

State-space models (SSMs) are a broad class of probabilistic models for dynamical systems with many applications in engineering and science. Bayesian filtering is analytically tractable only in the li...

arxiv.org