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:

This article has been cited by the following article(s):

Importance Gaussian Quadrature

Victor Elvira, Luca Martino and Pau Closas
IEEE Transactions on Signal Processing 69 474 (2021)
DOI: 10.1109/TSP.2020.3045526
See this article

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)
DOI: 10.1007/s00477-014-0963-7
See this article

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)
DOI: 10.1007/s11009-009-9154-2
See this article

Globally Adaptive Control Variate for Robust Numerical Integration

Anthony Pajot, Loïc Barthe and Mathias Paulin
SIAM Journal on Scientific Computing 36 (4) A1708 (2014)
DOI: 10.1137/130937846
See this article

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)
DOI: 10.1007/978-3-319-45026-1_2
See this article

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)
DOI: 10.1016/j.csda.2008.09.020
See this article

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)
DOI: 10.1007/s11222-008-9059-x
See this article

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)
DOI: 10.1109/JSTSP.2010.2048385
See this article

Layered adaptive importance sampling

L. Martino, V. Elvira, D. Luengo and J. Corander
Statistics and Computing 27 (3) 599 (2017)
DOI: 10.1007/s11222-016-9642-5
See this article

A Survey of Sequential Monte Carlo Methods for Economics and Finance

Drew Creal
Econometric Reviews 31 (3) 245 (2012)
DOI: 10.1080/07474938.2011.607333
See this article

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)
DOI: 10.1109/MSP.2017.2699226
See this article

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)
DOI: 10.1007/978-3-642-15883-4_20
See this article

Case Studies in Bayesian Statistical Modelling and Analysis

Jeong E. Lee, Kerrie L. Mengersen and Christian P. Robert
Wiley Series in Probability and Statistics, Case Studies in Bayesian Statistical Modelling and Analysis 403 (2012)
DOI: 10.1002/9781118394472.ch24
See this article

Safe adaptive importance sampling: A mixture approach

Bernard Delyon and François Portier
The Annals of Statistics 49 (2) (2021)
DOI: 10.1214/20-AOS1983
See this article

Adaptive importance sampling for network growth models

Adam N. Guetz and Susan P. Holmes
Annals of Operations Research 189 (1) 187 (2011)
DOI: 10.1007/s10479-010-0685-2
See this article

Adaptive multiple importance sampling for Gaussian processes

Xiaoyu Xiong, Václav Šmídl and Maurizio Filippone
Journal of Statistical Computation and Simulation 87 (8) 1644 (2017)
DOI: 10.1080/00949655.2017.1280037
See this article

Hamiltonian Adaptive Importance Sampling

Ali Mousavi, Reza Monsefi and Victor Elvira
IEEE Signal Processing Letters 28 713 (2021)
DOI: 10.1109/LSP.2021.3068616
See this article

Monica F. Bugallo, Victor Elvira and Luca Martino
1540 (2016)
DOI: 10.1109/ACSSC.2016.7869636
See this article

Victor Elvira, Luca Martino, David Luengo and Jukka Corander
4075 (2015)
DOI: 10.1109/ICASSP.2015.7178737
See this article

Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

Natalia Khorunzhina
SSRN Electronic Journal (2016)
DOI: 10.2139/ssrn.2803514
See this article

Bingxin Shen, Monica F. Bugallo and Petar M. Djuric
3861 (2012)
DOI: 10.1109/ICASSP.2012.6288760
See this article

An Introduction to Sequential Monte Carlo

Nicolas Chopin and Omiros Papaspiliopoulos
Springer Series in Statistics, An Introduction to Sequential Monte Carlo 329 (2020)
DOI: 10.1007/978-3-030-47845-2_17
See this article

Adaptive multiple importance sampling for general functions

Mateu Sbert and Vlastimil Havran
The Visual Computer 33 (6-8) 845 (2017)
DOI: 10.1007/s00371-017-1398-1
See this article

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)
DOI: 10.2514/1.I010269
See this article

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)
DOI: 10.1109/TSP.2015.2440215
See this article

Efficient Multiple Importance Sampling Estimators

Victor Elvira, Luca Martino, David Luengo and Monica F. Bugallo
IEEE Signal Processing Letters 22 (10) 1757 (2015)
DOI: 10.1109/LSP.2015.2432078
See this article

Adaptive Multiple Importance Sampling

Scandinavian Journal of Statistics 39 (4) 798 (2012)
DOI: 10.1111/j.1467-9469.2011.00756.x
See this article

Handbook of Computational Statistics

Christian P. Robert
Handbook of Computational Statistics 751 (2012)
DOI: 10.1007/978-3-642-21551-3_26
See this article

Optimization and Automation of the Construction of Smooth Free Energy Profiles

Jeremy Schofield
The Journal of Physical Chemistry B 121 (28) 6847 (2017)
DOI: 10.1021/acs.jpcb.7b04871
See this article

Ensemble Transport Adaptive Importance Sampling

Colin Cotter, Simon Cotter and Paul Russell
SIAM/ASA Journal on Uncertainty Quantification 7 (2) 444 (2019)
DOI: 10.1137/17M1114867
See this article

On population-based simulation for static inference

Ajay Jasra, David A. Stephens and Christopher C. Holmes
Statistics and Computing 17 (3) 263 (2007)
DOI: 10.1007/s11222-007-9028-9
See this article

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)
DOI: 10.1007/s00371-018-1522-x
See this article

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)
DOI: 10.1137/19M1239416
See this article

Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

Natalia Khorunzhina and Jean-François Richard
Computational Economics 53 (3) 991 (2019)
DOI: 10.1007/s10614-017-9777-2
See this article

An Adaptive Sequential Monte Carlo Sampler

Paul Fearnhead and Benjamin M. Taylor
Bayesian Analysis 8 (2) (2013)
DOI: 10.1214/13-BA814
See this article

Víctor Elvira and Luca Martino
1 (2021)
DOI: 10.1002/9781118445112.stat08284
See this article

Improving population Monte Carlo: Alternative weighting and resampling schemes

Víctor Elvira, Luca Martino, David Luengo and Mónica F. Bugallo
Signal Processing 131 77 (2017)
DOI: 10.1016/j.sigpro.2016.07.012
See this article

Generalized Multiple Importance Sampling

Víctor Elvira, Luca Martino, David Luengo and Mónica F. Bugallo
Statistical Science 34 (1) (2019)
DOI: 10.1214/18-STS668
See this article

Convergence of adaptive mixtures of importance sampling schemes

R. Douc, A. Guillin, J.-M. Marin and C. P. Robert
The Annals of Statistics 35 (1) (2007)
DOI: 10.1214/009053606000001154
See this article

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)
DOI: 10.1016/
See this article

Multifidelity importance sampling

Benjamin Peherstorfer, Tiangang Cui, Youssef Marzouk and Karen Willcox
Computer Methods in Applied Mechanics and Engineering 300 490 (2016)
DOI: 10.1016/j.cma.2015.12.002
See this article

Consistency of adaptive importance sampling and recycling schemes

Jean-Michel Marin, Pierre Pudlo and Mohammed Sedki
Bernoulli 25 (3) (2019)
DOI: 10.3150/18-BEJ1042
See this article

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)
DOI: 10.1214/09-EJS527
See this article

Adaptive importance sampling in signal processing

Mónica F. Bugallo, Luca Martino and Jukka Corander
Digital Signal Processing 47 36 (2015)
DOI: 10.1016/j.dsp.2015.05.014
See this article

Bayesian online regression for adaptive direct illumination sampling

Petr Vévoda, Ivo Kondapaneni and Jaroslav Křivánek
ACM Transactions on Graphics 37 (4) 1 (2018)
DOI: 10.1145/3197517.3201340
See this article

Yousef El-Laham, Luca Martino, Victor Elvira and Monica F. Bugallo
1 (2019)
DOI: 10.23919/EUSIPCO.2019.8902642
See this article

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)
DOI: 10.1007/s00440-012-0410-y
See this article


Fujia Su, Sheng Li and Guoping Wang
ACM Transactions on Graphics 41 (4) 1 (2022)
DOI: 10.1145/3528223.3530183
See this article

Population Quasi-Monte Carlo

Chaofan Huang, V. Roshan Joseph and Simon Mak
Journal of Computational and Graphical Statistics 31 (3) 695 (2022)
DOI: 10.1080/10618600.2022.2034637
See this article