119 citations · 146 across the 4 of their papers we have counts for
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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★ 27 cited
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…