196 citations · 274 across the 2 of their papers we have counts for
4 papers · 1 filter
A Survey of Monte Carlo Methods for Parameter Estimation
D. Luengo, L. Martino, M. Bugallo +2
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either…
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…
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…
Efficient Multiple Importance Sampling Estimators
Víctor Elvira, Luca Martino, David Luengo +1
Multiple importance sampling (MIS) methods use a set of proposal distributions from which samples are drawn. Each sample is then assigned an importance weight that can be obtained…