2 papers
stat.CO2020
Particle Filtering Under General Regime Switching
Yousef El-Laham, Liu Yang, Petar M. Djuric +1
In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a…
stat.CO2018
Robust Covariance Adaptation in Adaptive Importance Sampling
Yousef El-Laham, Victor Elvira, Monica F. Bugallo
Importance sampling (IS) is a Monte Carlo methodology that allows for approximation of a target distribution using weighted samples generated from another proposal distribution. Ad…