Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

When ecological individual heterogeneity models and large data collide: An importance sampling approach

Ruth King, Blanca Sarzo and Víctor Elvira
The Annals of Applied Statistics 17 (4) (2023)

Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks

Simon L. Cotter, Ioannis G. Kevrekidis and Paul T. Russell
SIAM/ASA Journal on Uncertainty Quantification 8 (4) 1383 (2020)

Consistency of adaptive importance sampling and recycling schemes

Jean-Michel Marin, Pierre Pudlo and Mohammed Sedki
Bernoulli 25 (3) (2019)

Ensemble Transport Adaptive Importance Sampling

Colin Cotter, Simon Cotter and Paul Russell
SIAM/ASA Journal on Uncertainty Quantification 7 (2) 444 (2019)

Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

Natalia Khorunzhina and Jean-François Richard
Computational Economics 53 (3) 991 (2019)

Generalized Multiple Importance Sampling

Víctor Elvira, Luca Martino, David Luengo and Mónica F. Bugallo
Statistical Science 34 (1) (2019)

Bayesian online regression for adaptive direct illumination sampling

Petr Vévoda, Ivo Kondapaneni and Jaroslav Křivánek
ACM Transactions on Graphics 37 (4) 1 (2018)

Multiple importance sampling characterization by weighted mean invariance

Mateu Sbert, Vlastimil Havran, László Szirmay-Kalos and Víctor Elvira
The Visual Computer 34 (6-8) 843 (2018)

Adaptive multiple importance sampling for Gaussian processes

Xiaoyu Xiong, Václav Šmídl and Maurizio Filippone
Journal of Statistical Computation and Simulation 87 (8) 1644 (2017)

Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models

Benjamin Peherstorfer, Boris Kramer and Karen Willcox
Journal of Computational Physics 341 61 (2017)

Improving population Monte Carlo: Alternative weighting and resampling schemes

Víctor Elvira, Luca Martino, David Luengo and Mónica F. Bugallo
Signal Processing 131 77 (2017)

Adaptive Importance Sampling: The past, the present, and the future

Monica F. Bugallo, Victor Elvira, Luca Martino, et al.
IEEE Signal Processing Magazine 34 (4) 60 (2017)

Multifidelity importance sampling

Benjamin Peherstorfer, Tiangang Cui, Youssef Marzouk and Karen Willcox
Computer Methods in Applied Mechanics and Engineering 300 490 (2016)

Algorithmic Advances in Riemannian Geometry and Applications

Shiwei Lan and Babak Shahbaba
Advances in Computer Vision and Pattern Recognition, Algorithmic Advances in Riemannian Geometry and Applications 25 (2016)

An Adaptive Population Importance Sampler: Learning From Uncertainty

Luca Martino, Victor Elvira, David Luengo and Jukka Corander
IEEE Transactions on Signal Processing 63 (16) 4422 (2015)

Unscented importance sampling for parameter calibration of carbon sequestration systems

Mirhamed Sarkarfarshi and Robert Gracie
Stochastic Environmental Research and Risk Assessment 29 (3) 975 (2015)

Efficient Multiple Importance Sampling Estimators

Victor Elvira, Luca Martino, David Luengo and Monica F. Bugallo
IEEE Signal Processing Letters 22 (10) 1757 (2015)

NASA Uncertainty Quantification Challenge: An Optimization-Based Methodology and Validation

Anirban Chaudhuri, Garrett Waycaster, Nathaniel Price, Taiki Matsumura and Raphael T. Haftka
Journal of Aerospace Information Systems 12 (1) 10 (2015)

Globally Adaptive Control Variate for Robust Numerical Integration

Anthony Pajot, Loïc Barthe and Mathias Paulin
SIAM Journal on Scientific Computing 36 (4) A1708 (2014)

Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods

Andreas Eberle and Carlo Marinelli
Probability Theory and Related Fields 155 (3-4) 665 (2013)

Population Monte Carlo Algorithm in High Dimensions

Jeong Eun Lee, Ross McVinish and Kerrie Mengersen
Methodology and Computing in Applied Probability 13 (2) 369 (2011)

Joint Model Selection and Parameter Estimation by Population Monte Carlo Simulation

Mingyi Hong, Monica F Bugallo and Petar M Djuric
IEEE Journal of Selected Topics in Signal Processing 4 (3) 526 (2010)

Use in practice of importance sampling for repeated MCMC for Poisson models

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen and Darfiana Nur
Electronic Journal of Statistics 4 (none) (2010)

On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation

Alessandra Iacobucci, Jean-Michel Marin and Christian Robert
Computational Statistics & Data Analysis 54 (3) 698 (2010)

Machine Learning and Knowledge Discovery in Databases

Odalric-Ambrym Maillard and Rémi Munos
Lecture Notes in Computer Science, Machine Learning and Knowledge Discovery in Databases 6322 305 (2010)

Adaptive importance sampling in general mixture classes

Olivier Cappé, Randal Douc, Arnaud Guillin, Jean-Michel Marin and Christian P. Robert
Statistics and Computing 18 (4) 447 (2008)