Adaptive importance sampling in signal processing

Monica F. Bugallo, Luca Martino, Jukka Corander

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalDigital Signal Processing
Volume47
Pages (from-to)36-49
Number of pages14
ISSN1051-2004
DOIs
Publication statusPublished - Dec 2015
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Adaptive importance sampling
  • Markov chain Monte Carlo
  • Population Monte Carlo
  • Particle filtering
  • POPULATION MONTE-CARLO
  • POSTERIOR DISTRIBUTIONS
  • INTEGRATION
  • ALGORITHM
  • MIXTURES
  • SCHEMES
  • MODELS
  • 111 Mathematics
  • 114 Physical sciences

Cite this

Bugallo, Monica F. ; Martino, Luca ; Corander, Jukka. / Adaptive importance sampling in signal processing. In: Digital Signal Processing. 2015 ; Vol. 47. pp. 36-49.
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author = "Bugallo, {Monica F.} and Luca Martino and Jukka Corander",
year = "2015",
month = "12",
doi = "10.1016/j.dsp.2015.05.014",
language = "English",
volume = "47",
pages = "36--49",
journal = "Digital Signal Processing",
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Adaptive importance sampling in signal processing. / Bugallo, Monica F.; Martino, Luca; Corander, Jukka.

In: Digital Signal Processing, Vol. 47, 12.2015, p. 36-49.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Adaptive importance sampling in signal processing

AU - Bugallo, Monica F.

AU - Martino, Luca

AU - Corander, Jukka

PY - 2015/12

Y1 - 2015/12

KW - Adaptive importance sampling

KW - Markov chain Monte Carlo

KW - Population Monte Carlo

KW - Particle filtering

KW - POPULATION MONTE-CARLO

KW - POSTERIOR DISTRIBUTIONS

KW - INTEGRATION

KW - ALGORITHM

KW - MIXTURES

KW - SCHEMES

KW - MODELS

KW - 111 Mathematics

KW - 114 Physical sciences

U2 - 10.1016/j.dsp.2015.05.014

DO - 10.1016/j.dsp.2015.05.014

M3 - Article

VL - 47

SP - 36

EP - 49

JO - Digital Signal Processing

JF - Digital Signal Processing

SN - 1051-2004

ER -