New paper accepted for pubication in IEEE Signal Processing Letters
The paper “Heretical Multiple Importance Sampling” by V. Elvira, L. Martino, D. Luengo, and M. Bugallo has been accepted for publication in IEEE Signal Processing Letters. Abstract: Multiple Importance Sampling (MIS) methods approximate moments of complicated distributions by drawing samples from a set of proposal distributions. Several ways to compute the importance weights assigned to each…