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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)

Inproceedings

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)

2010

Inproceedings

Koch, Tobias; Lapidoth, Amos

Increased Capacity per Unit-Cost by Oversampling (Inproceeding)

2010 IEEE 26-th Convention of Electrical and Electronics Engineers in Israel, pp. 000684–000688, IEEE, Eliat, 2010, ISBN: 978-1-4244-8681-6.

(Abstract | Links | BibTeX | Tags: AWGN, AWGN channels, bandlimited Gaussian channel, channel capacity, Gaussian channels, increased capacity per unit cost, Information rates, one bit output quantizer, oversampling, quantisation (signal), quantization, sampling rate recovery, signal sampling)

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)

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)