Publications

Preprints

  1. Kostas Tsampourakis, Víctor Elvira. (2025). “A Gaussian Sum Filter for Unifying Gaussian and Particle Filters” Submitted to IEEE Transactions on Signal Processing.
  2. Kostas Tsampourakis, Víctor Elvira. (2025). “Truncated Neural Likelihood Estimation for Simulation-Based Inference in State-Space Models” Submitted to Statistics and Computing.

Peer-reviewed

  1. Kostas Tsampourakis, Víctor Elvira. (2023). “An Augmented Gaussian Sum Filter Through a Mixture Decomposition” 2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
  2. Kostas Tsampourakis, Víctor Elvira. (2022). “Approximating The Likelihood Ratio in Linear-Gaussian State-Space Models for Change Detection” 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
  3. Abhishek Kaul, Hongjin Zhang, Kostas Tsampourakis, George Michailidis. “Inference on the Change Point under a High Dimensional Covariance Shift” 2023, Journal of Machine Learning Research, vol. 24 .