A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER

Victor Elvira, Luca Martino, David Luengo, Jukka Corander

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publication2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP)
Number of pages5
Publication date2015
Pages4075-4079
ISBN (Print)978-1-4673-6997-8
Publication statusPublished - 2015
MoE publication typeA4 Article in conference proceedings
EventIEEE International Conference on Acoustics, Speech and Signal Processing - Brisbane, Australia
Duration: 19 Apr 201424 Apr 2014
Conference number: 40

Publication series

NameInternational Conference on Acoustics Speech and Signal Processing ICASSP
PublisherIEEE
ISSN (Print)1520-6149

Fields of Science

  • Monte Carlo methods
  • adaptive importance sampling
  • population Monte Carlo (PMC)
  • Hamiltonian Monte Carlo
  • CROSS-ENTROPY METHOD
  • MONTE-CARLO
  • 112 Statistics and probability

Cite this

Elvira, V., Martino, L., Luengo, D., & Corander, J. (2015). A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER. In 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP) (pp. 4075-4079). (International Conference on Acoustics Speech and Signal Processing ICASSP).
Elvira, Victor ; Martino, Luca ; Luengo, David ; Corander, Jukka. / A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER. 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP). 2015. pp. 4075-4079 (International Conference on Acoustics Speech and Signal Processing ICASSP).
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title = "A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER",
keywords = "Monte Carlo methods, adaptive importance sampling, population Monte Carlo (PMC), Hamiltonian Monte Carlo, CROSS-ENTROPY METHOD, MONTE-CARLO, 112 Statistics and probability",
author = "Victor Elvira and Luca Martino and David Luengo and Jukka Corander",
note = "Volume: Proceeding volume:",
year = "2015",
language = "English",
isbn = "978-1-4673-6997-8",
series = "International Conference on Acoustics Speech and Signal Processing ICASSP",
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Elvira, V, Martino, L, Luengo, D & Corander, J 2015, A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER. in 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP). International Conference on Acoustics Speech and Signal Processing ICASSP, pp. 4075-4079, IEEE International Conference on Acoustics, Speech and Signal Processing, Brisbane, Australia, 19/04/2014.

A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER. / Elvira, Victor; Martino, Luca; Luengo, David; Corander, Jukka.

2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP). 2015. p. 4075-4079 (International Conference on Acoustics Speech and Signal Processing ICASSP).

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

TY - GEN

T1 - A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER

AU - Elvira, Victor

AU - Martino, Luca

AU - Luengo, David

AU - Corander, Jukka

N1 - Volume: Proceeding volume:

PY - 2015

Y1 - 2015

KW - Monte Carlo methods

KW - adaptive importance sampling

KW - population Monte Carlo (PMC)

KW - Hamiltonian Monte Carlo

KW - CROSS-ENTROPY METHOD

KW - MONTE-CARLO

KW - 112 Statistics and probability

M3 - Conference contribution

SN - 978-1-4673-6997-8

T3 - International Conference on Acoustics Speech and Signal Processing ICASSP

SP - 4075

EP - 4079

BT - 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP)

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Elvira V, Martino L, Luengo D, Corander J. A GRADIENT ADAPTIVE POPULATION IMPORTANCE SAMPLER. In 2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP). 2015. p. 4075-4079. (International Conference on Acoustics Speech and Signal Processing ICASSP).