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)

Martino, Luca; Elvira, Victor; Luengo, David; Artés-Rodríguez, Antonio; Corander,

Smelly Parallel MCMC Chains (Inproceeding)

2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 4070–4074, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8.

(Abstract | Links | BibTeX | Tags: Bayesian inference, learning (artificial intelligence), Machine learning, Markov chain Monte Carlo, Markov chain Monte Carlo algorithms, Markov processes, MC methods, MCMC algorithms, MCMC scheme, mean square error, mean square error methods, Monte Carlo methods, optimisation, parallel and interacting chains, Probability density function, Proposals, robustness, Sampling methods, Signal processing, Signal processing algorithms, signal sampling, smelly parallel chains, smelly parallel MCMC chains, Stochastic optimization)

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

Efficient Linear Combination of Partial Monte Carlo Estimators (Inproceeding)

2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 4100–4104, IEEE, Brisbane, 2015, ISBN: 978-1-4673-6997-8.

(Abstract | Links | BibTeX | Tags: covariance matrices, efficient linear combination, Estimation, fusion, Global estimator, global estimators, least mean squares methods, linear combination, minimum mean squared error estimators, Monte Carlo estimation, Monte Carlo methods, partial estimator, partial Monte Carlo estimators, Xenon)

2014

Journal Articles

Impedovo, Sebastiano; Liu, Cheng-Lin; Impedovo, Donato; Pirlo, Giuseppe; Read, Jesse; Martino, Luca; Luengo, David

Efficient Monte Carlo Methods for Multi-Dimensional Learning with Classifier Chains (Journal Article)

Pattern Recognition, 47 (3), pp. 1535–1546, 2014.

(Abstract | Links | BibTeX | Tags: Bayesian inference, Classifier chains, Monte Carlo methods, Multi-dimensional classification, Multi-label classification)

Inproceedings

Miguez, Joaquin

On the uniform asymptotic convergence of a distributed particle filter (Inproceeding)

2014 IEEE 8th Sensor Array and Multichannel Signal Processing Workshop (SAM), pp. 241–244, IEEE, A Coruña, 2014, ISBN: 978-1-4799-1481-4.

(Abstract | Links | BibTeX | Tags: ad hoc networks, Approximation algorithms, approximation errors, Approximation methods, classical convergence theorems, Convergence, convergence of numerical methods, distributed particle filter scheme, distributed signal processing algorithms, Monte Carlo methods, parallel computing systems, particle filtering (numerical methods), Signal processing, Signal processing algorithms, stability assumptions, uniform asymptotic convergence, Wireless Sensor Networks, WSNs)

Stinner, Markus; Olmos, Pablo

Analyzing Finite-length Protograph-Based Spatially Coupled LDPC Codes (Inproceeding)

2014 IEEE International Symposium on Information Theory, pp. 891–895, IEEE, Honolulu, 2014, ISBN: 978-1-4799-5186-4.

(Abstract | Links | BibTeX | Tags: binary erasure channel, covariance analysis, covariance evolution, Decoding, degree-one check nodes, Error analysis, finite-length protograph, mean evolution, Monte Carlo methods, parity check codes, peeling decoding, protograph-based SC-LDPC codes, spatially coupled low-density parity-check codes, stable decoding phase, Steady-state, Vectors)

2013

Inproceedings

Read, Jesse; Martino, Luca; Luengo, David

Eficient Monte Carlo Optimization for Multi-Label Classifier Chains (Inproceeding)

ICASSP 2013: The 38th International Conference on Acoustics, Speech, and Signal Processing, Vancouver, 2013.

(Abstract | BibTeX | Tags: Bayesian inference, Classifier chains, Monte Carlo methods, Multi-dimensional classification, Multi-label classification)

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)

2011

Inproceedings

Maiz, Cristina; Miguez, Joaquin

On the Optimization of Transportation Routes with Multiple Destinations in Random Networks (Inproceeding)

2011 IEEE Statistical Signal Processing Workshop (SSP), pp. 349–352, IEEE, Nice, 2011, ISBN: 978-1-4577-0569-4.

(Abstract | Links | BibTeX | Tags: Approximation algorithms, communication networks, Estimation, graph theory, Histograms, intelligent transportation, Monte Carlo algorithm, Monte Carlo methods, multiple destinations, optimisation, Optimization, random networks, route optimization, routing, Sequential Monte Carlo, Signal processing algorithms, stochastic graph, Stochastic processes, telecommunication network routing, time-varying graph, transportation routes)

2010

Inproceedings

Achutegui, Katrin; Rodas, Javier; Escudero, Carlos; Miguez, Joaquin

A Model-Switching Sequential Monte Carlo Algorithm for Indoor Tracking with Experimental RSS Data (Inproceeding)

2010 International Conference on Indoor Positioning and Indoor Navigation, pp. 1–8, IEEE, Zurich, 2010, ISBN: 978-1-4244-5862-2.

(Abstract | Links | BibTeX | Tags: Approximation methods, Computational modeling, Data models, generalized IMM system, GIMM approach, indoor radio, Indoor tracking, Kalman filters, maneuvering target motion, Mathematical model, model switching sequential Monte Carlo algorithm, Monte Carlo methods, multipath propagation, multiple model interaction, propagation environment, radio receivers, radio tracking, radio transmitters, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, sensors, state space model, target position dependent data, transmitter-to-receiver distance, wireless technology)

2009

Inproceedings

Martino, Luca; Miguez, Joaquin

A Novel Rejection Sampling Scheme for Posterior Probability Distributions (Inproceeding)

2009 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 2921–2924, IEEE, Taipei, 2009, ISSN: 1520-6149.

(Abstract | Links | BibTeX | Tags: Additive noise, arbitrary target probability distributions, Bayes methods, Bayesian methods, Monte Carlo integration, Monte Carlo methods, Monte Carlo techniques, Overbounding, posterior probability distributions, Probability density function, Probability distribution, Proposals, Rejection sampling, rejection sampling scheme, Sampling methods, Signal processing algorithms, signal sampling, Upper bound)

Achutegui, Katrin; Martino, Luca; Rodas, Javier; Escudero, Carlos; Miguez, Joaquin

A Multi-Model Particle Filtering Algorithm for Indoor Tracking of Mobile Terminals Using RSS Data (Inproceeding)

2009 IEEE International Conference on Control Applications, pp. 1702–1707, IEEE, Saint Petersburg, 2009, ISBN: 978-1-4244-4601-8.

(Abstract | Links | BibTeX | Tags: Bayesian methods, Control systems, Filtering algorithms, generalized interacting multiple model, GIMM, indoor radio, Indoor tracking, mobile radio, mobile terminal, Monte Carlo methods, multipath propagation, position-dependent data measurement, random process, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, Sliding mode control, State-space methods, state-space model, Target tracking, tracking, transmitter-to-receiver distance, wireless network, wireless technology)

Martino, Luca; Miguez, Joaquin

An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions (Inproceeding)

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)

Miguez, Joaquin; Maiz, Cristina; Djuric, Petar; Crisan, Dan

Sequential Monte Carlo Optimization Using Artificial State-Space Models (Inproceeding)

2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, pp. 268–273, IEEE, Marco Island, FL, 2009.

(Abstract | Links | BibTeX | Tags: Acceleration, Cost function, Design optimization, discrete-time dynamical system, Educational institutions, Mathematics, maximum a posteriori estimate, maximum likelihood estimation, minimisation, Monte Carlo methods, Optimization methods, Probability distribution, sequential Monte Carlo optimization, Sequential optimization, Signal design, State-space methods, state-space model, Stochastic optimization)