activity
20112026
most citedGeneralized Multiple Importance Sampling

144 citations · 275 across the 9 of their papers we have counts for

collaborators

10 papers

stat.CO2026

Nested Sampling: A Critical and Comprehensive Theoretical Guide

Luca Martino, Fernando Llorente

The nested sampling (NS) technique has gained widespread attention, particularly in cosmology and astronomy, due to its ability to efficiently explore high-likelihood regions - a f…

cs.CE2026

A unifying view of contrastive learning, importance sampling, and bridge sampling for energy-based models

Luca Martino

In the last decades, energy-based models (EBMs) have become an important class of probabilistic models in which a component of the likelihood is intractable and therefore cannot be…

cs.SD2022★ 15 cited

An exhaustive variable selection study for linear models of soundscape emotions: rankings and Gibbs analysis

R. San Millán-Castillo, L. Martino, E. Morgado +1

In the last decade, soundscapes have become one of the most active topics in Acoustics, providing a holistic approach to the acoustic environment, which involves human perception a…

stat.CO2021★ 16 cited

MCMC-driven importance samplers

F. Llorente, E. Curbelo, L. Martino +2

Monte Carlo sampling methods are the standard procedure for approximating complicated integrals of multidimensional posterior distributions in Bayesian inference. In this work, we…

stat.ML2021★ 18 cited

Integrating Domain Knowledge in Data-driven Earth Observation with Process Convolutions

Daniel Heestermans Svendsen, Maria Piles, Jordi Muñoz-Marí +3

The modelling of Earth observation data is a challenging problem, typically approached by either purely mechanistic or purely data-driven methods. Mechanistic models encode the dom…

astro-ph.EP2020★ 12 cited

A likely magnetic activity cycle for the exoplanet host M dwarf GJ 3512

J. Lopez-Santiago, L. Martino, J. Miguez +1

Current radial velocity data from specialized instruments contain a large amount of information that may pass unnoticed if their analysis is not accurate. The joint use of Bayesian…

cs.LG2019

Probabilistic Regressor Chains with Monte Carlo Methods

Jesse Read, Luca Martino

A large number and diversity of techniques have been offered in the literature in recent years for solving multi-label classification tasks, including classifier chains where predi…

stat.CO2018★ 68 cited

Rethinking the Effective Sample Size

Víctor Elvira, Luca Martino, Christian P. Robert

The effective sample size (ESS) is widely used in sample-based simulation methods for assessing the quality of a Monte Carlo approximation of a given distribution and of related in…

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.CO2011★ 2 cited

Two adaptive rejection sampling schemes for probability density functions log-convex tails

Luca Martino, Joaquín Míguez

Monte Carlo methods are often necessary for the implementation of optimal Bayesian estimators. A fundamental technique that can be used to generate samples from virtually any targe…