output
20152020
most citedGeneralized Multiple Importance Sampling

144 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2015Show all

5 papers · 1 filter

stat.CO2015★ 144 cited

Generalized Multiple Importance Sampling

Víctor Elvira, Luca Martino, David Luengo +1

Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal dis…

stat.ML2015★ 3 cited

A Bayesian Compressed Sensing Kalman Filter for Direction of Arrival Estimation

Matthew Hawes, Lyudmila Mihaylova, Francois Septier +1

In this paper, we look to address the problem of estimating the dynamic direction of arrival (DOA) of a narrowband signal impinging on a sensor array from the far field. The initia…

stat.CO2015★ 3 cited

How Can Subsampling Reduce Complexity in Sequential MCMC Methods and Deal with Big Data in Target Tracking?

Allan De Freitas, François Septier, Lyudmila Mihaylova +1

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is whe…

math.DG2015★ 25 cited

Gauge Invariant Framework for Shape Analysis of Surfaces

Alice Barbara Tumpach, Hassen Drira, Mohamed Daoudi +1

This paper describes a novel framework for computing geodesic paths in shape spaces of spherical surfaces under an elastic Riemannian metric. The novelty lies in defining this Riem…

stat.CO2015★ 66 cited

Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

Francois Septier, Gareth W. Peters

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation…