| Publication | Date of Publication | Type |
|---|
| Dimensionality reduction with entropies from f-divergences | 2026-01-28 | Paper |
An adaptive mixture view of particle filters
Foundations of Data Science | 2025-12-16 | Paper |
Regularized Rényi divergence minimization through Bregman proximal gradient algorithms
Journal of Machine Learning Research (JMLR) | 2025-12-09 | Paper |
Effective sample size approximations as entropy measures
Computational Statistics | 2025-12-09 | Paper |
Hybrid population Monte Carlo
IEEE Transactions on Signal Processing | 2025-11-12 | Paper |
GraphGrad: efficient estimation of sparse polynomial representations for general state-space models
IEEE Transactions on Signal Processing | 2025-11-12 | Paper |
Vs-TGARCHX: a flexible variable selection in log-TGARCHX models
Journal of Time Series Econometrics | 2025-06-27 | Paper |
On variational inference and maximum likelihood estimation with the \(\lambda\)-exponential family
Foundations of Data Science | 2024-10-16 | Paper |
Bayesian data fusion with shared priors
IEEE Transactions on Signal Processing | 2024-09-16 | Paper |
Optimized population Monte Carlo
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Graphical inference in linear-Gaussian state-space models
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Sparse Bayesian estimation of parameters in linear-Gaussian state-space models
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Accelerating MCMC algorithms
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
Nearly consistent finite particle estimates in streaming importance sampling
IEEE Transactions on Signal Processing | 2024-09-09 | Paper |
Variance analysis of multiple importance sampling schemes
Statistics | 2024-02-12 | Paper |
When ecological individual heterogeneity models and large data collide: an importance sampling approach
The Annals of Applied Statistics | 2024-01-16 | Paper |
Rethinking the Effective Sample Size
International Statistical Review | 2023-12-14 | Paper |
Efficient Bayes inference in neural networks through adaptive importance sampling
Journal of the Franklin Institute | 2023-10-30 | Paper |
| On variational inference and maximum likelihood estimation with the {\lambda}-exponential family | 2023-10-06 | Paper |
Gradient-based adaptive importance samplers
Journal of the Franklin Institute | 2023-09-27 | Paper |
A point mass proposal method for Bayesian state-space model fitting
Statistics and Computing | 2023-08-16 | Paper |
MCMC-driven importance samplers
Applied Mathematical Modelling | 2022-12-21 | Paper |
A principled stopping rule for importance sampling
Electronic Journal of Statistics | 2022-12-19 | Paper |
A principled stopping rule for importance sampling
Electronic Journal of Statistics | 2022-12-19 | Paper |
| Regularized R\'enyi divergence minimization through Bregman proximal gradient algorithms | 2022-11-09 | Paper |
Importance Gaussian Quadrature
IEEE Transactions on Signal Processing | 2022-09-23 | Paper |
Multiple Importance Sampling for Symbol Error Rate Estimation of Maximum-Likelihood Detectors in MIMO Channels
IEEE Transactions on Signal Processing | 2022-09-23 | Paper |
Compressed Monte Carlo with application in particle filtering
Information Sciences | 2022-04-14 | Paper |
On the performance of particle filters with adaptive number of particles
Statistics and Computing | 2022-01-14 | Paper |
Generalized multiple importance sampling
Statistical Science | 2019-09-27 | Paper |
Generalized multiple importance sampling
Statistical Science | 2019-09-27 | Paper |
Adapting the Number of Particles in Sequential Monte Carlo Methods Through an Online Scheme for Convergence Assessment
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
An Adaptive Population Importance Sampler: Learning From Uncertainty
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
A General Criterion for Analog Tx-Rx Beamforming Under OFDM Transmissions
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
Layered adaptive importance sampling
Statistics and Computing | 2017-06-30 | Paper |
Layered adaptive importance sampling
Statistics and Computing | 2017-06-30 | Paper |
MCMC-driven adaptive multiple importance sampling
Springer Proceedings in Mathematics & Statistics | 2017-06-16 | Paper |
A divergence-based condition to ensure quantile improvement in black-box global optimization
(available as arXiv preprint) | N/A | Paper |
