List of Publications (2008-2017)

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2015

Journal Articles

Elvira, Victor; Martino, Luca; Luengo, David; Bugallo, Monica

Efficient Multiple Importance Sampling Estimators (Journal Article)

IEEE Signal Processing Letters, 22 (10), pp. 1757–1761, 2015, ISSN: 1070-9908.

(Abstract | Links | BibTeX | Tags: Adaptive importance sampling, classical mixture approach, computational complexity, Computational efficiency, Computer Simulation, deterministic mixture, estimation theory, Journal, Monte Carlo methods, multiple importance sampling, multiple importance sampling estimator, partial deterministic mixture MIS estimator, Proposals, signal sampling, Sociology, Standards, variance reduction, weight calculation)

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)

Inproceedings

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

Parallel interacting Markov adaptive importance sampling (Inproceeding)

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)

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

A Gradient Adaptive Population Importance Sampler (Inproceeding)

2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 4075–4079, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8.

(Abstract | Links | BibTeX | Tags: adaptive extensions, adaptive importance sampler, Adaptive importance sampling, gradient adaptive population, gradient matrix, Hamiltonian Monte Carlo, Hessian matrices, Hessian matrix, learning (artificial intelligence), Machine learning, MC methods, Monte Carlo, Monte Carlo methods, population Monte Carlo (PMC), proposal densities, Signal processing, Sociology, statistics, target distribution)

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)