I am a postdoctoral researcher at Aalto University and the Finnish Center for Artificial Intelligence (FCAI), working on approximate inference and Bayesian experimental design.
Pérez-Vieites, S., Molina-Bulla, H., & Míguez, J. (2025). Nested smoothing algorithms for inference and tracking of heterogeneous multi-scale state-space systems. Foundations of Data Science. arXiv | BibTeX | DOI
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Pérez-Vieites, S., & Míguez, J. (2021). Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space models. Signal Processing, 189, 108295. arXiv | BibTeX | DOI | Code
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Pérez-Vieites, S., Mariño, I. P., & Míguez, J. (2018). Probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systems. Physical Review E, 98(6), 063305. arXiv | BibTeX | DOI | Code
Conference Papers
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Iqbal, S., Abdulsamad, H., Pérez-Vieites, S., Särkkä, S., & Corenflos, A. (2024). End-to-end learning of Gaussian mixture proposals using differentiable particle filters and neural networks. In NeurIPS 2024 Workshop on Bayesian Decision-making and Uncertainty. arXiv | BibTeX | DOI
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Cox, B., Pérez-Vieites, S., Zilberstein, N., Sevilla, M., Segarra, S. , & Elvira, V. (2024). End-to-end learning of Gaussian mixture proposals using differentiable particle filters and neural networks. In ICASSP 2024-2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (pp.9701-9705). IEEE. Download | BibTeX | DOI
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Sevilla, M., Zilberstein, N., Cox, B., Pérez-Vieites, S., Elvira, V., & Segarra, S. (2023). State and Dynamics Estimation with the Kalman-Langevin filter. In 2023 57th Asilomar Conference on Signals, Systems, and Computers (pp.1372-1376). IEEE. Download | BibTeX | DOI
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Pérez-Vieites, S., & Elvira, V. (2023). Adaptive Gaussian nested filter for parameter estimation and state tracking in dynamical systems. In ICASSP 2023-2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (pp.1-5). IEEE. Download | BibTeX | DOI
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Pérez-Vieites, S., & Míguez, J. (2021). Kalman-based nested hybrid filters for recursive inference in state-space models. In 2020 28th European Signal Processing Conference (EUSIPCO) (pp.2468-2472). IEEE. Download | BibTeX | DOI
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Pérez-Vieites, S., & Míguez, J. (2020). A nested hybrid filter for parameter estimation and state tracking in homogeneous multi-scale models. In 2020 IEEE 23rd International Conference on Information Fusion (FUSION) (pp.1--8). IEEE. Download | BibTeX | DOI
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Pérez-Vieites, S., Vilà-Vals, J., Bugallo, M. F., Míguez, J., & Closas, P. (2019). Second order subspace statistics for adaptive state-space partitioning in multiple particle filtering. In 2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) (pp. 609-613). IEEE. Download | BibTeX | DOI
Theses
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Pérez-Vieites, S. (2022). Nested filtering methods for Bayesian inference in state space models. PhD thesis, Universidad Carlos III de Madrid. Download | BibTeX | Slides