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2009

Martino, Luca; Miguez, Joaquin

A Novel Rejection Sampling Scheme for Posterior Probability Distributions Artículo en actas

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

Resumen | Enlaces | BibTeX | Etiquetas: 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 Artículo en actas

En: 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 45–48, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3.

Resumen | Enlaces | BibTeX | Etiquetas: 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 S; Djuric, Petar M; Crisan, Dan

Sequential Monte Carlo Optimization Using Artificial State-Space Models Artículo en actas

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

Resumen | Enlaces | BibTeX | Etiquetas: 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