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2015

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

2012

Martino, Luca; Olmo, Victor Pascual Del; Read, Jesse

A Multi-Point Metropolis Scheme with Generic Weight Functions Journal Article

Statistics & Probability Letters, 82 (7), pp. 1445–1453, 2012.

Abstract | Links | BibTeX | Tags: MCMC methods, Multi-point Metropolis algorithm, Multiple Try Metropolis algorithm