Novel weighting and resampling schemes in Population Monte Carlo

Victor Elvira Arregui, Luca Martino, David Luengo, Monica F. Bugallo

Research output: Contribution to conferencePaperpeer-review

Abstract

In this paper we focus on novel population Monte Carlo schemes that present added flexibility and superior performance compared to the standard approach. The new schemes combine different weighting and resampling strategies to achieve more efficient performance at the cost of a reasonable computational complexity increment. Computer simulations compare the different alternatives when applied to the problem of frequency estimation in superimposed sinusoids.
Original languageEnglish
Publication statusPublished - 2017
EventGretsi 2017 - Juan-les-Pins, France
Duration: 5 Sep 20178 Sep 2017

Conference

ConferenceGretsi 2017
Country/TerritoryFrance
CityJuan-les-Pins
Period5/09/178/09/17

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