203 citations · 1.6k across the 78 of their papers we have counts for
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stat.ME2017★ 24 cited
Metropolis Sampling
Luca Martino, Victor Elvira
Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-k…
stat.CO2017★ 66 cited
Group Importance Sampling for Particle Filtering and MCMC
L. Martino, V. Elvira, G. Camps-Valls
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (…