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2020

Akyildiz, O D; Crisan, Dan; Miguez, Joaquín

Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization Journal Article

Statistics and Computing, 2020.

Links | BibTeX | Tags: Gradient-free optimization, Nonconvex optimization, Sampling, Sequential Monte Carlo, Stochastic optimization

2014

Crisan, Dan; Miguez, Joaquin

Particle-Kernel Estimation of the Filter Density in State-Space Models Journal Article

Bernoulli, (to appear , 2014.

Abstract | Links | BibTeX | Tags: density estimation, Markov systems., Models, Sequential Monte Carlo, state-space, stochastic filtering

2012

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

A Multi-Model Sequential Monte Carlo Methodology for Indoor Tracking: Algorithms and Experimental Results Journal Article

Signal Processing, 92 (11), pp. 2594–2613, 2012.

Abstract | Links | BibTeX | Tags: Data fusion, Indoor positioning, Indoor tracking, Interacting multiple models, Sequential Monte Carlo, Switching observation models

2011

Maiz, Cristina S; Miguez, Joaquin

On the Optimization of Transportation Routes with Multiple Destinations in Random Networks Inproceedings

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

Miguez, Joaquin; Crisan, Dan; Djuric, Petar M

On the Convergence of Two Sequential Monte Carlo Methods for Maximum a Posteriori Sequence Estimation and Stochastic Global Optimization Journal Article

Statistics and Computing, 23 (1), pp. 91–107, 2011, ISSN: 0960-3174.

Abstract | Links | BibTeX | Tags: Global optimization, MAP sequence estimation, Sequential Monte Carlo, State space models

2010

Zoubir, A; Viberg, M; Yang, B; Miguez, Joaquin

Analysis of a Sequential Monte Carlo Method for Optimization in Dynamical Systems Journal Article

Signal Processing, 90 (5), pp. 1609–1622, 2010.

Abstract | Links | BibTeX | Tags: Dynamic optimization, Nonlinear dynamics, Nonlinear tracking, Sequential Monte Carlo, Stochastic optimization