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)

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

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