165 citations · 251 across the 3 of their papers we have counts for
3 papers
Regret Bounds for Opportunistic Channel Access
Sarah Filippi, Olivier Cappé, Aurélien Garivier
We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispos…
Estimation of cosmological parameters using adaptive importance sampling
Darren Wraith, Martin Kilbinger, Karim Benabed +5
We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the…
Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models
Jimmy Olsson, Olivier Cappé, Randal Douc +1
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in th…