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2015

Inproceedings

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)