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2010

Martino, Luca; Miguez, Joaquin

Generalized Rejection Sampling Schemes and Applications in Signal Processing Journal Article

In: Signal Processing, 90 (11), pp. 2981–2995, 2010.

Abstract | Links | BibTeX | Tags: Adaptive rejection sampling, Gibbs sampling, Monte Carlo integration, Rejection sampling, sensor networks, Target localization

2009

Martino, Luca; Miguez, Joaquin

An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions Inproceedings

In: 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 45–48, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3.

Abstract | Links | BibTeX | Tags: adaptive accept/reject sampling, Adaptive rejection sampling, arbitrary target probability distributions, Computer Simulation, Filtering, Monte Carlo integration, Monte Carlo methods, posterior probability distributions, Probability, Probability density function, Probability distribution, Proposals, Rejection sampling, Sampling methods, sensor networks, Signal processing algorithms, signal sampling, Testing