Software
- V. Elvira, L. Martino, D. Luengo, and M. Bugallo, "Generalized Multiple Importance Sampling", submitted, December, 2016.
arXiv
PDF Version
MATLAB code (Section 8.1)
- 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 Version
- L. Martino, V. Elvira, D. Luengo, and J. Corander, "Layered Adaptive Importance Sampling", Statistics and Computing, pp. 1-15, 2016.
arXiv
PDF Version PDF report of MATLAB code
- L. Martino, V. Elvira, D. Luengo, and 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 Version
- L. Martino, J. Read, V. Elvira, and F. Louzada, "Cooperative Parallel Particle Filters for On-line Model Selection and Applications to Urban Mobility", Digiatal Signal Processing, Volume 60, pp. 172–185, January, 2017.
arXiv
PDF Version