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2018

Martino, Luca; Elvira, Victor; Miguez, Joaquín; Artés-Rodríguez, Antonio; Djuric, Petar M

A Comparison Of Clipping Strategies For Importance Sampling Inproceedings

In: 2018 IEEE Statistical Signal Processing Workshop (SSP), 2018.

Links | BibTeX | Tags: Bayesian inference, Importance sampling, Monte Carlo methods, Parameter estimation, Variance Reduction methods

2016

Koblents, Eugenia; Míguez, Joaquín; Rodríguez, Marco A; Schmidt, Alexandra M

A Nonlinear Population Monte Carlo Scheme for the Bayesian Estimation of Parameters of α-stable Distributions Journal Article

In: Computational Statistics & Data Analysis, 95 , pp. 57–74, 2016, ISSN: 01679473.

Abstract | Links | BibTeX | Tags: Animal movement, Bayesian inference, Importance sampling, L{é}vy process, α-stable distributions

2015

Martino, Luca; Elvira, Victor; Luengo, David; Corander, Jukka

An Adaptive Population Importance Sampler: Learning From Uncertainty Journal Article

In: IEEE Transactions on Signal Processing, 63 (16), pp. 4422–4437, 2015, ISSN: 1053-587X.

Abstract | Links | BibTeX | Tags: Adaptive importance sampling, adaptive multiple IS, adaptive population importance sampler, AMIS, APIS, Estimation, Importance sampling, IS estimators, iterative estimation, iterative methods, Journal, MC methods, Monte Carlo (MC) methods, Monte Carlo methods, population Monte Carlo, Proposals, Signal processing algorithms, simple temporal adaptation, Sociology, Standards, Wireless sensor network, Wireless Sensor Networks

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme with Transformed Weights and Its Application to Stochastic Kinetic Models Journal Article

In: Statistics and Computing, 25 (2), pp. 407–425, 2015, ISSN: 0960-3174.

Abstract | Links | BibTeX | Tags: COMPREHENSION, degeneracy of importance weights, Importance sampling, Journal, population Monte Carlo, Stochastic kinetic models

2014

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme with Transformed Weights and Its Application to Stochastic Kinetic Models Journal Article

In: Statistics and Computing, ((to appear)), 2014, ISSN: 0960-3174.

Abstract | Links | BibTeX | Tags: degeneracy of importance weights, Importance sampling, population Monte Carlo, Stochastic kinetic models

2013

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces Inproceedings

In: 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 6318–6322, IEEE, Vancouver, 2013, ISSN: 1520-6149.

Abstract | Links | BibTeX | Tags: Approximation methods, computational inference, degeneracy of importance weights, high dimensional spaces, Importance sampling, importance weights, iterative importance sampling, iterative methods, mixture-PMC, mixture-PMC algorithm, Monte Carlo methods, MPMC, nonlinear transformations, population Monte Carlo, population Monte Carlo scheme, Probability density function, probability distributions, Proposals, Sociology, Standards