An Adaptive Population Importance Sampler: Learning From Uncertainty

DOI10.1109/TSP.2015.2440215zbMATH Open1394.94827DBLPjournals/tsp/MartinoELC15OpenAlexW187762159WikidataQ55953616 ScholiaQ55953616MaRDI QIDQ4580757FDOQ4580757

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 (14)

• Population Quasi-Monte Carlo
• Layered adaptive importance sampling
• Issues in the multiple try Metropolis mixing
• BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling
• Generalized multiple importance sampling
• Efficient Bayes inference in neural networks through adaptive importance sampling
• Gradient-based adaptive importance samplers
• Daisee: Adaptive importance sampling by balancing exploration and exploitation
• Implicitly adaptive importance sampling
• MCMC-driven importance samplers
• Variance analysis of multiple importance sampling schemes
• Consistency of adaptive importance sampling and recycling schemes
• Ensemble transport adaptive importance sampling
• Transport map accelerated adaptive importance sampling, and application to inverse problems arising from multiscale stochastic reaction networks

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