sample of publications
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articles
- Catalog-Based Atmosphere Uncertainty Quantification. JOURNAL OF THE ASTRONAUTICAL SCIENCES. 70. 2023
- Covariance determination for improving uncertainty realism in orbit determination and propagation. ADVANCES IN SPACE RESEARCH. 72:2759-2777. 2023
- Improving orbital uncertainty realism through covariance determination in GEO. JOURNAL OF THE ASTRONAUTICAL SCIENCES. 69:1394-1420. 2022
- Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space models. SIGNAL PROCESSING. 189:1-13. 2021
- A Bayesian inference and model selection algorithm with an optimization scheme to infer the model noise power. MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY. 507:3351-3361. 2021
- On the performance of particle filters with adaptive number of particles. STATISTICS AND COMPUTING. 31:1-18. 2021
- Automatic tempered posterior distributions for bayesian inversion problems. Mathematics. 9:784. 2021
- Convergence rates for optimised adaptive importance samplers. STATISTICS AND COMPUTING. 31:12. 2021
- A likely magnetic activity cycle for the Exoplanet Host M Dwarf GJ 3512. ASTRONOMICAL JOURNAL. 160:273. 2020
- Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization. STATISTICS AND COMPUTING. 30:1645-1663. 2020
- Nudging the particle filter. STATISTICS AND COMPUTING. 30:305-330. 2020
- Dictionary filtering: a probabilistic approach to online matrix factorisation. Signal Image and Video Processing. 13:737-744. 2019
- Probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systems. Physical review E: covering statistical, nonlinear, biological, and soft matter physics. 98:1-19. 2018
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models. BERNOULLI. 24:3039-3086. 2018
- Multiplex Decomposition of Non-Markovian Dynamics and the Hidden Layer Reconstruction Problem. Physical Review X. 8. 2018
- On the performance of parallelisation schemes for particle filtering. EURASIP Journal on Advances in Signal Processing. 2018:1-18. 2018
- Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models. SIGNAL PROCESSING. 142:281-291. 2018
- A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks. PLoS One. 12:1-25. 2017
- Importance sampling with transformed weights. ELECTRONICS LETTERS. 53:783-784. 2017
- Adaptive Importance Sampling The past, the present, and the future. IEEE SIGNAL PROCESSING MAGAZINE. 34:60-79. 2017
- Identifying the hidden multiplex architecture of complex systems. ArXiv.org. 1-8. 2017
- Adapting the Number of Particles in Sequential Monte Carlo Methods Through an Online Scheme for Convergence Assessment. IEEE TRANSACTIONS ON SIGNAL PROCESSING. 65:1781-1794. 2017
- A robust scheme for distributed particle filtering in wireless sensors networks. SIGNAL PROCESSING. 131:190-201. 2017
- On the use of the channel second-order statistics in MMSE receivers for time- and frequency-selective MIMO transmission systems. EURASIP Journal on Wireless Communications and Networking. 2016:1-14. 2016
- A proof of uniform convergence over time for a distributed particle filter. SIGNAL PROCESSING. 122:152-163. 2016
- Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. ArXiv.org. 1-39. 2016
- A Bayesian Method for Model Selection in Environmental Noise Prediction. Journal of Environmental Informatics. 27:31-42. 2016
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of alpha-stable distributions. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 95:57-74. 2016
- Stability analysis and robust control of heart beat rate during treadmill exercise. AUTOMATICA. 63:311-320. 2016
- An iterative importance sampler for Bayesian parameter estimation in stochastic models of multicellular clocks. ArXiv.org. 1-26. 2015
- A simple scheme for the parallelization of particle filters and its application to the tracking of complex stochastic systems. ArXiv.org. 1-32. 2015
- A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models. STATISTICS AND COMPUTING. 25:407-425. 2015
- Particle-kernel estimation of the filter density in state-space models. BERNOULLI. 20:1879-1929. 2014
- A Rao-Blackwellized Particle Filter for Joint Parameter Estimation and Biomass Tracking in a Stochastic Predator-Prey System. Mathematical Biosciences and Engineering. 11:573-597. 2014
- A distributed particle filter for nonlinear tracking in wireless sensor networks. SIGNAL PROCESSING. 98:121-134. 2014
- A comparison of nonlinear population Monte Carlo and particle Markov chain Monte Carlo algorithms for Bayesian inference in stochastic kinetic models. ArXiv.org. 1-20. 2014
- User Activity Tracking in DS-CDMA Systems. IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY. 62:3188-3203. 2013
- Robust global synchronization of two complex dynamical networks. CHAOS. 23. 2013
- On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. STATISTICS AND COMPUTING. 23:91-107. 2013
- Efficient sampling from truncated bivariate Gaussians via Box-Muller transformation. ELECTRONICS LETTERS. 48:1533-1534. 2012
- A multi-model sequential Monte Carlo methodology for indoor tracking: Algorithms and experimental results. SIGNAL PROCESSING. 92:2594-2613. 2012
- A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers. IEEE TRANSACTIONS ON SIGNAL PROCESSING. 60:4611-4627. 2012
- On the generalized ratio of uniforms as a combination of transformed rejection and extended inverse of density sampling. ArXiv.org. 1-63. 2012
- Two adaptive rejection sampling schemes for probability density functions log-convex tails. ArXiv.org. 1-24. 2011
- Two adaptive rejection sampling schemes for probability density functions with log-convex tails. ArXiv.org. 2011
- A Per-Survivor Processing Receiver for MIMO Transmission Systems With One Unknown Channel Order Per Output. IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY. 60:4415-4426. 2011
- A generalization of the adaptive rejection sampling algorithm. STATISTICS AND COMPUTING. 21:633-647. 2011
- Robust outer synchronization between two complex networks with fractional order dynamics. CHAOS. 21. 2011
- Generalized rejection sampling schemes and applications in signal processing. SIGNAL PROCESSING. 90:2981-2995. 2010
- Assessment of Nonlinear Dynamic Models by Kolmogorov-Smirnov Statistics. IEEE TRANSACTIONS ON SIGNAL PROCESSING. 58:5069-5079. 2010
- Analysis of a Sequential Monte Carlo Method for Optimization in Dynamical Systems. SIGNAL PROCESSING. 90:1609-1622. 2010
- Maximum-Likelihood Sequence Detection in Time- and Frequency-Selective MIMO Channels with Unknown Order. IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY. 58:499-504. 2009
- Sequential Monte Carlo methods for complexity-constrained MAP equalization of dispersive MIMO channels. SIGNAL PROCESSING. 88:1017-1034. 2008
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book chapters
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books
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conference contributions
- Kalman-based nested hybrid filters for recursive inference in state-space models. 2468-2472. 2021
- A nested hybrid filter for parameter estimation and state tracking in homogeneous multi-scale models. 1-7. 2020
- A Comparison Of Clipping Strategies For Importance SamplingA Comparison of Clipping Strategies for Importance Sampling. 558-562. 2018
- DISTRIBUTED MULTIPLE GAUSSIAN FILTERING FOR MULTIPLE TARGET LOCALIZATION IN WIRELESS SENSOR NETWORKS. 1439-1443. 2018
- Particle Filter Tracking of Complex Stochastic Systems Applied to In Silico Wavefront Propagation. 1-4. 2018
- A population Monte Carlo scheme for computational inference in high dimensional spaces. 6318-6322. 2013
- Particle filtering with transformed weights. 364-367. 2013
- Robust mixture population Monte Carlo scheme with adaptation of the number of components. 1-5. 2013
- Importance Sampling with Transformed Weights 2012
- A population Monte Carlo method for Bayesian inference and its application to stochastic kinetic models 2011
- Efficient Distributed Resampling for Particle Filters. 3772-3775. 2011
- On the Optimization of Transportation Routes with Multiple Destinations in Random Networks. 349-352. 2011
- Particle Approximation of the Filtering Density and Its Derivates in General State Space Models. 9-15. 2011
- Particle Approximations of the Filtering Density and Its Derivates for Discrete-time State-space Models 2011
- A Per-Survivor Processing Algorithm for Maximum Likelihood Equalization of MIMO Channels with Unknown Order 2008
- Analysis of a Sequential Monte Carlo Optimization Methodology 2008
- Filtros de partículas con partición del espacio de estados para el seguimiento de múltiples objetivos 2008