### 2017

Míguez, Joaquín

On the performance of nonlinear importance samplers and population Monte Carlo schemes Inproceedings

In: 2017 22nd International Conference on Digital Signal Processing (DSP), 2017, ISSN: 2165-3577.

Links | BibTeX | Tags: Monte Carlo algorithm

@inproceedings{JMiguez17b,

title = {On the performance of nonlinear importance samplers and population Monte Carlo schemes},

author = {Joaquín Míguez},

doi = {10.1109/ICDSP.2017.8096057},

issn = {2165-3577},

year = {2017},

date = {2017-08-23},

booktitle = {2017 22nd International Conference on Digital Signal Processing (DSP)},

keywords = {Monte Carlo algorithm},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2011

Maiz, Cristina S; Miguez, Joaquin

On the Optimization of Transportation Routes with Multiple Destinations in Random Networks Inproceedings

In: 2011 IEEE Statistical Signal Processing Workshop (SSP), pp. 349–352, IEEE, Nice, 2011, ISBN: 978-1-4577-0569-4.

Abstract | Links | BibTeX | Tags: Approximation algorithms, communication networks, Estimation, graph theory, Histograms, intelligent transportation, Monte Carlo algorithm, Monte Carlo methods, multiple destinations, optimisation, Optimization, random networks, route optimization, routing, Sequential Monte Carlo, Signal processing algorithms, stochastic graph, Stochastic processes, telecommunication network routing, time-varying graph, transportation routes

@inproceedings{Maiz2011,

title = {On the Optimization of Transportation Routes with Multiple Destinations in Random Networks},

author = {Cristina S Maiz and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5967701},

isbn = {978-1-4577-0569-4},

year = {2011},

date = {2011-01-01},

booktitle = {2011 IEEE Statistical Signal Processing Workshop (SSP)},

pages = {349--352},

publisher = {IEEE},

address = {Nice},

abstract = {Various practical problems in transportation research and routing in communication networks can be reduced to the computation of the best path that traverses a certain graph and visits a set of D specified destination nodes. Simple versions of this problem have received attention in the literature. Optimal solutions exist for the cases in which (a) D >; 1 and the graph is deterministic or (b) D = 1 and the graph is stochastic (and possibly time-dependent). Here, we address the general problem in which both D >; 1 and the costs of the edges in the graph are stochastic and time-varying. We tackle this complex global optimization problem by first converting it into an equivalent estimation problem and then computing a numerical solution using a sequential Monte Carlo algorithm. The advantage of the proposed technique over some standard methods (devised for graphs with time-invariant statistics) is illustrated by way of computer simulations.},

keywords = {Approximation algorithms, communication networks, Estimation, graph theory, Histograms, intelligent transportation, Monte Carlo algorithm, Monte Carlo methods, multiple destinations, optimisation, Optimization, random networks, route optimization, routing, Sequential Monte Carlo, Signal processing algorithms, stochastic graph, Stochastic processes, telecommunication network routing, time-varying graph, transportation routes},

pubstate = {published},

tppubtype = {inproceedings}

}