• E. Chouzenoux and V. Elvira, "Sparse Graphical Linear Dynamical Systems", Journal of Machine Learning Research, Vol. 25, No. 223, pp. 1-53, 2024 [arXiv] MATLAB code
• V. Elvira, É. Chouzenoux, "Graphical Inference in Linear-Gaussian State-Space Models", IEEE Transactions on Signal Processing, vol. 70, pp. 4757-4771, 2022. [arXiv] MATLAB code
• V. Elvira, L. Martino, D. Luengo, and M. F. Bugallo, "Generalized Multiple Importance Sampling", Statistical Science, vol. 34, no. 1, pp. 129-155, 2019. [arXiv] [pdf]/a> MATLAB code (Section 8.1) MATLAB code (Section 8.2.1)
• V. Elvira, L. Martino, D. Luengo, and M. Bugallo, "Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes", Signal Processing, Vol. 131, pp. 77-91, February, 2017. [arXiv] [pdf]/a> MATLAB code
• L. Martino, V. Elvira, D. Luengo, and J. Corander, "Layered Adaptive Importance Sampling", Statistics and Computing, pp. 1-15, 2016. [arXiv] [pdf]/a> MATLAB code (iterative) MATLAB code (non iterative)
• L. Martino, V. Elvira, D. Luengo, J. Corander, and F. Louzada, "Orthogonal parallel MCMC methods for sampling and optimization", Digital Signal Processing, Vol. 58, pp. 64-84, November, 2016. [arXiv] [pdf]/a> MATLAB code
• L. Martino, J. Read, V. Elvira, and F. Louzada, "Cooperative Parallel Particle Filters for On-line Model Selection and Applications to Urban Mobility", Digital Signal Processing, Vol. 60, pp. 172-185, January, 2017. [arXiv] [pdf]/a> MATLAB code