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2015

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