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2018

Martino, Luca; Elvira, Victor; Miguez, Joaquín; Artés-Rodríguez, Antonio; Djuric, Petar M

A Comparison Of Clipping Strategies For Importance Sampling Artículo en actas

En: 2018 IEEE Statistical Signal Processing Workshop (SSP), 2018.

Enlaces | BibTeX | Etiquetas: Bayesian inference, Importance sampling, Monte Carlo methods, Parameter estimation, Variance Reduction methods

Míguez, Joaquín; Mariño, Inés P.; Vázquez, Manuel A

Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models Artículo de revista

En: Signal Processing, vol. 142, pp. 281-291, 2018, ISSN: 0165-1684.

Resumen | Enlaces | BibTeX | Etiquetas: Adaptive importance sampling, Bayesian inference, Importance sampling, Parameter estimation, population Monte Carlo, State space models

Míguez, Joaquín; Mariño, Inés P.; Vázquez, Manuel A

Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models Artículo de revista

En: Signal Processing, vol. 142, pp. 281-291, 2018, ISSN: 0165-1684.

Resumen | Enlaces | BibTeX | Etiquetas: Adaptive importance sampling, Bayesian inference, Importance sampling, Parameter estimation, population Monte Carlo, State space models

2016

Koblents, Eugenia; Míguez, Joaquín; Rodríguez, Marco A; Schmidt, Alexandra M

A Nonlinear Population Monte Carlo Scheme for the Bayesian Estimation of Parameters of α-stable Distributions Artículo de revista

En: Computational Statistics & Data Analysis, vol. 95, pp. 57–74, 2016, ISSN: 01679473.

Resumen | Enlaces | BibTeX | Etiquetas: Animal movement, Bayesian inference, Importance sampling, L{é}vy process, α-stable distributions

2015

Martino, Luca; Elvira, Victor; Luengo, David; Corander, Jukka

An Adaptive Population Importance Sampler: Learning From Uncertainty Artículo de revista

En: IEEE Transactions on Signal Processing, vol. 63, no. 16, pp. 4422–4437, 2015, ISSN: 1053-587X.

Resumen | Enlaces | BibTeX | Etiquetas: 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

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme with Transformed Weights and Its Application to Stochastic Kinetic Models Artículo de revista

En: Statistics and Computing, vol. 25, no. 2, pp. 407–425, 2015, ISSN: 0960-3174.

Resumen | Enlaces | BibTeX | Etiquetas: COMPREHENSION, degeneracy of importance weights, Importance sampling, Journal, population Monte Carlo, Stochastic kinetic models

2014

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme with Transformed Weights and Its Application to Stochastic Kinetic Models Artículo de revista

En: Statistics and Computing, no. (to appear), 2014, ISSN: 0960-3174.

Resumen | Enlaces | BibTeX | Etiquetas: degeneracy of importance weights, Importance sampling, population Monte Carlo, Stochastic kinetic models

2013

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces Artículo en actas

En: 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 6318–6322, IEEE, Vancouver, 2013, ISSN: 1520-6149.

Resumen | Enlaces | BibTeX | Etiquetas: 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