An Adaptive Population Importance Sampler: Learning From Uncertainty

DOI10.1109/TSP.2015.2440215MaRDI QIDQ4580757zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Luca Martino, Víctor Elvira, David Luengo, Jukka Corander

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)

Cited in

(17)

• Implicitly adaptive importance sampling
• MCMC-driven importance samplers
• Generalized multiple importance sampling
• Issues in the multiple try Metropolis mixing
• Layered adaptive importance sampling
• Consistency of adaptive importance sampling and recycling schemes
• BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling
• Population Quasi-Monte Carlo
• Transport map accelerated adaptive importance sampling, and application to inverse problems arising from multiscale stochastic reaction networks
• Ensemble transport adaptive importance sampling
• Daisee: Adaptive importance sampling by balancing exploration and exploitation
• Gradient-based adaptive importance samplers
• Efficient Bayes inference in neural networks through adaptive importance sampling
• Variance analysis of multiple importance sampling schemes
• Global convergence of optimized adaptive importance samplers
• Annealing strategies for variance reduction in balance heuristic estimators
• Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals

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