An Adaptive Population Importance Sampler: Learning From Uncertainty

DOI10.1109/TSP.2015.2440215zbMath1394.94827OpenAlexW187762159WikidataQ55953616 ScholiaQ55953616MaRDI QIDQ4580757

Víctor Elvira, Jukka Corander, Luca Martino, David Luengo

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2015.2440215

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

Related Items (12)

Issues in the multiple try Metropolis mixing ⋮ Layered adaptive importance sampling ⋮ Population Quasi-Monte Carlo ⋮ Consistency of adaptive importance sampling and recycling schemes ⋮ Gradient-based adaptive importance samplers ⋮ Efficient Bayes inference in neural networks through adaptive importance sampling ⋮ Variance analysis of multiple importance sampling schemes ⋮ Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks ⋮ Implicitly adaptive importance sampling ⋮ Ensemble Transport Adaptive Importance Sampling ⋮ Generalized multiple importance sampling ⋮ MCMC-driven importance samplers

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