IEEE - Institute of Electrical and Electronics Engineers, Inc. - Fully adaptive Gaussian mixture Metropolis-Hastings algorithm

ICASSP 2013 - IEEE International Conference on Acoustics, Speech and Signal Processing

Author(s): David Luengo ; Luca Martino
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2013
Conference Location: Vancouver, BC, Canada
Conference Date: 26 May 2013
Page(s): 6,148 - 6,152
ISBN (Electronic): 978-1-4799-0356-6
ISSN (Paper): 1520-6149
DOI: 10.1109/ICASSP.2013.6638846
Regular:

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive... View More

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