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2015

Inproceedings

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

Parallel interacting Markov adaptive importance sampling Inproceedings

2015 23rd European Signal Processing Conference (EUSIPCO), pp. 499–503, IEEE, Nice, 2015, ISBN: 978-0-9928-6263-3.

Abstract | Links | BibTeX | Tags: Adaptive importance sampling, Bayesian inference, MCMC methods, Monte Carlo methods, Parallel Chains, Probability density function, Proposals, Signal processing, Signal processing algorithms, Sociology

2014

Inproceedings

Martino, Luca; Elvira, Víctor; Luengo, David; Artés-Rodríguez, Antonio; Carander, Jukka

Orthogonal MCMC Algorithms Inproceedings

2014 IEEE Workshop on Statistical Signal Processing (SSP 2014), Gold Coast, 2014.

Abstract | Links | BibTeX | Tags: Bayesian inference, Markov Chain Monte Carlo (MCMC), Parallel Chains, population Monte Carlo