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2015

Journal Articles

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

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