Mónica F. Bugallo

A new strategy for effective learning in population Monte Carlo sampling

2016

In this work, we focus on advancing the theory and practice of a class of Monte Carlo methods, population Monte Carlo (PMC) sampling, for dealing with inference problems with static parameters. We devise a new …

Multiple particle filtering for inference in the presence of state correlation of unknown mixing parameters

2017

We present a novel Rao-Blackwellized multiple particle filtering method for inference of correlated latent states observed via nonlinear functions. We adopt a state-space framework and model the dynamic correlated states using a mixing matrix, embedded …