IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stochastic Gradient Population Monte Carlo

Author(s): Yousef El-Laham ; Monica F. Bugallo
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 1558-2361
ISSN (Paper): 1070-9908
DOI: 10.1109/LSP.2019.2954048
Regular:

The population Monte Carlo (PMC) algorithm is a powerful adaptive importance sampling (AIS) methodology used for estimating expected values of random quantities w.r.t. some target probability... View More

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