203 citations · 1.6k across the 78 of their papers we have counts for
4 papers · 1 filter
On the performance of particle filters with adaptive number of particles
Víctor Elvira, Joaquín Míguez, Petar M. Djurić
We investigate the performance of a class of particle filters (PFs) that can automatically tune their computational complexity by evaluating online certain predictive statistics wh…
Nearly Consistent Finite Particle Estimates in Streaming Importance Sampling
Alec Koppel, Amrit Singh Bedi, Brian M. Sadler +1
In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribut…
Generalizing the Balance Heuristic Estimator in Multiple Importance Sampling
Mateu Sbert, Víctor Elvira
In this paper, we propose a novel and generic family of multiple importance sampling estimators. We first revisit the celebrated balance heuristic estimator, a widely used Monte Ca…
Multiple Importance Sampling for Efficient Symbol Error Rate Estimation
Víctor Elvira, Ignacio Santamaría
Digital constellations formed by hexagonal or other non-square two-dimensional lattices are often used in advanced digital communication systems. The integrals required to evaluate…