List of Publications (2008-2017)

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2016

Journal Articles

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

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

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

Journal Articles

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

An Adaptive Population Importance Sampler: Learning From Uncertainty (Journal Article)

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)

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

Journal Articles

Koblents, Eugenia; Miguez, Joaquin

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

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

Inproceedings

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces (Inproceeding)

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)