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Publications

Journal papers

  1. G. Camps-Valls, L. Martino, D. H. Svendsen, M. Campos-Taberner, J. Munoz-Mari, V. Laparra, D. Luengo, J. Garcia-Haro. "Physics-Aware Gaussian Processes in Remote Sensing", Applied Soft Computing, Volume 28, Pages: 69-82, 2018.
  2. D. Luengo, L. Martino, V. Elvira, M. F. Bugallo, "Efficient linear fusion of partial estimators", Digital Signal Processing, Volume 78, Pages: 265-283, 2018. viXra:1601.0179
  3. L. Martino, "A Review of Multiple Try MCMC algorithms for Signal Processing", Digital Signal Processing, Volume 75, Pages: 134-152, 2018. arXiv:1801.09065 viXra:1704.0063 C. Robert's comments
  4. L. Martino, D. Luengo, "Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels", (To appear) Communications in Statistics - Simulation and Computation, 2018. viXra:1407.0133
  5. L. Martino, R. Casarin, F. Leisen, D. Luengo, "Adaptive Independent Sticky MCMC algorithms", (to appear) EURASIP Journal on Advances in Signal Processing, 2017. arXiv:1308.3779
  6. L. Martino, V. Elvira, G. Camps-Valls, "The Recycling Gibbs Sampler for Efficient Learning", Digital Signal Processing, Volume 74, Pages: 1-13, 2018. arXiv:1611.07056, viXra:1609.0230
  7. D. Heestermans Svendsen, L. Martino, M. Campos-Taberner, J. Garcia-Haro, G. Camps-Valls, "Joint Gaussian Processes for Biophysical Parameter Retrieval", IEEE Transactions on Geoscience and Remote Sensing, Volume 56, Issue 3, Pages: 1718-1727, 2018.
  8. L. Martino, F. Louzada, "Adaptive Rejection Sampling with Fixed Number of Nodes", (To appear) Communications in Statistics - Simulation and Computation, 2017. arXiv:1509.07985, viXra:1509.0048
  9. L. Martino, "Parsimonious Adaptive Rejection Sampling", IET Electronics Letters, Volume 53, Issue 16, Pages: 1115-1117, 2017. viXra:1705.0093        CODE:        download        Mathworks link
  10. M. F. Bugallo, V. Elvira, L. Martino, D. Luengo, J. Miguez, P. M. Djuric, "Adaptive Importance Sampling: The Past, the Present, and the Future", IEEE Signal Processing Magazine, Volume 34, Issue 4, Pages: 60-79, 2017.
  11. L. Martino, J. Read, V. Elvira, F. Louzada, "Cooperative Parallel Particle Filters for on-Line Model Selection and Applications to Urban Mobility" Digital Signal Processing Volume 60, Pages: 172-185, 2017. pdf arXiv:1609.07731, viXra:1512.0420
  12. L. Martino, V. Elvira, F. Louzada, "Effective Sample Size for Importance Sampling Based on Discrepancy Measures", Signal Processing, Volume 131, Pages: 386-401, 2017. pdf arXiv:1602.03572, viXra:1602.0112
  13. J. Read, L. Martino, J. Hollmén, "Multi-label Methods for Prediction with Sequential Data", Pattern Recognition, Volume 63, Pages 45-55, 2017. pdf arXiv:1609.08349, viXra:1510.0325
  14. L. Martino, R. B. Stern, F. Louzada, "Comments on the Article by Matthew T. Pratola", Bayesian Analysis, Volume 11, Issue 3, Pages: 929-943, 2016. pdf
  15. L. Martino, V. Elvira, D. Luengo, J. Corander, F. Louzada, "Orthogonal Parallel MCMC Methods for Sampling and Optimization", Digital Signal Processing Volume 58, Pages: 64-84, 2016. pdf arXiv:1507.08577, viXra:1507.0110
  16. V. Elvira, L. Martino, D. Luengo, M. Bugallo, "Heretical Multiple Importance Sampling", IEEE Signal Processing Letters, Volume 23, Issue 10, Pages: 1474-1478, 2016. arXiv:1609.04740
  17. V. Elvira, L. Martino, D. Luengo, M. F. Bugallo, "Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes", Signal Processing Volume 131, Pages: 77-91, 2017. pdf arXiv:1607.02758, viXra:1601.0174
  18. L. Martino, V. Elvira, D. Luengo, J. Corander, "Layered Adaptive Importance Sampling", Statistics and Computing, Volume 27, Issue 3, Pages: 599-623, 2017. arXiv:1505.04732, viXra:1505.0135, (slides) (preliminary code-1 (non-iterative version)) (preliminary code-2 (iterative version))
  19. L. Martino, F. Louzada, "Issues in the Multiple Try Metropolis Mixing", Computational Statistics, Volume 32, Issue 1, Pages: 239-252, 2017. pdf arXiv:1508.04253, viXra:1508.0142
  20. M. Bugallo, L. Martino, J. Corander, "Adaptive Importance Sampling in Signal Processing", Digital Signal Processing, Volume 47, Pages: 36-49, 2015. pdf
  21. V. Elvira, L. Martino, D. Luengo, M. Bugallo, "Efficient Multiple Importance Sampling Estimators", IEEE Signal Processing Letters, Volume 22, Issue 10, Pages: 1757-1761, 2015. pdf, arXiv:1505.05391
  22. L. Martino, H. Yang, D. Luengo, J. Kanniainen, J. Corander, "A Fast Universal Self-Tuned Sampler Within Gibbs Sampling", Digital Signal Processing, Volume 47, Pages 68-83, 2015. pdf viXra.org:1405.0263
  23. L. Martino, V. Elvira, D. Luengo, J. Corander, "An Adaptive Population Importance Sampler: Learning from the Uncertanity", IEEE Transactions on Signal Processing, Volume 63, Issue 16, Pages 4422-4437, 2015. pdf viXra.org:1405.0280
  24. L. Martino, J. Read, D. Luengo, "Independent Doubly Adaptive Rejection Metropolis Sampling within Gibbs Sampling", IEEE Transactions on Signal Processing, Volume 63, Issue 12, Pages: 3123-3138, 2015. pdf, (Toy) Matlab Code
  25. J. Read, L.Martino, P. Olmos, D. Luengo. "Scalable Multi-Output Label Prediction: From Classifier Chains to Classifier Trellises", Pattern Recognition, Volume 48, Issue 6, Pages: 2096-2109, 2015. pdf, arXiv:1501.04870
  26. J. Read, L. Martino, D. Luengo, "Efficient Monte Carlo Methods for Multi-Dimensional Learning with Classifier Chains", Pattern Recognition, Volume 47, Issue 3, Pages: 1535-1546, 2014. pdf, arXiv:1211.2190
  27. I. Martino, L. Martino,"On the variety of linear recurrences and numerical semigroups", Semigroup Forum, Volume 88, Issue 3, Pages: 569-574, 2014. pdf, arXiv:1207.0111
  28. L. Martino, J. Read, "On the flexibility of the design of Multiple Try Metropolis schemes", Computational Statistics, Volume 28, Issue 6, Pages: 2797-2823, 2013. pdf, arXiv:1201.0646
  29. D. Luengo, L. Martino, "Almost rejectionless sampling from Nakagami-m distributions (m≥1)", IET Electronics Letters, Volume 48, Issue 24, Pages: 1559-1561, 2012. pdf   
  30. L. Martino, D. Luengo, J. Míguez, "Efficient Sampling from Truncated Bivariate Gaussians via the Box-Muller Transformation", IET Electronics Letters, Volume 48, Issue 24, Pages: 1533-1535, 2012. pdf   
  31. D. Luengo, L. Martino, "Efficient random variable generation: ratio of uniforms and polar rejection sampling", IET Electronics Letters, Volume 48, Issue 6, Pages: 326-327, 2012. pdf   
  32. L. Martino, V. P. Del Olmo, J. Read, "A multi-point Metropolis scheme with generic weight functions", Statistics and Probability Letters, Volume 82, Issue 7, Pages: 1445-1453, 2012. pdf, arXiv:1112.4048   
  33. L. Martino, J. Míguez, "A Generalization of the Adaptive Rejection Sampling Algorithm", Statistics and Computing, Volume 21, Number 4, Pages: 633-647, 2011. pdf   
  34. L. Martino, J. Míguez, "Generalized Rejection Sampling Schemes and Applications in Signal Processing", Signal Processing, Volume 90, Issue 11, Pages: 2981-2995, 2010. pdf, arXiv:0904.1300   

Technical reports and submitted articles

  1. D. Luengo, M. Bugallo, V. Elvira, L. Martino, S. Sarkka, "A Survey of Monte Carlo Methods for Parameter Estimation", 2017. ★ ★
  2. L. Martino, V. Elvira, G. Camps-Valls, "Group Importance Sampling for Particle Filtering and MCMC", arXiv:1704.02771, 2017. viXra:1704.0063 ★ ★
  3. V. Elvira, L. Martino, D. Luengo, M. F. Bugallo, "Generalized Multiple Importance Sampling", arXiv:1511.03095, 2015.   C. Robert's comments ★ ★
  4. J. Vicent, L. Alonso, L. Martino, N. Sabater, J. Verrelst, G. Camps-Valls, J. Moreno. Gradient-based Automatic Look-Up Table Generator for Radiative Transfer Models, 2018. ★
  5. D. H. Svendsen, L. Martino, G. Camps-Valls. Automatic Bayesian Emulation of Earth Observation Models, 2018. ★
  6. L. Martino, D. Luengo, "Extremely efficient generation of Gamma random variables for α≥1", arXiv:1304.3800, 2013. ★

  7. L. Martino, J. Read, F. Louzada, "Viterbi Classifier Chains for Multi-Dimensional Learning", viXra:1506.0119, 2015.
  8. L. Martino, F. Leisen, J. Corander, "On Multiple Try Schemes and the Particle Metropolis-Hastings Algorithm", 2014. viXra:1409.0051   

  9. D. Luengo, L. Martino, "Fully Adaptive Gaussian Mixture Metropolis-Hastings Algorithm", arXiv:1212.0122, 2012.
  10. L. Martino, D. Luengo, J. Míguez, "On the Generalized Ratio of Uniforms as a Combination of Transformed Rejection and Extended Inverse of Density Sampling" , arXiv:1205.0482, 2012.
  11. L. Martino, J. Míguez, "Two adaptive rejection sampling schemes for probability density functions log-convex tails" arXiv:1111.4942, 2011.

PhD Thesis

  • Luca Martino, Joaquín Míguez, "Novel schemes for adaptive rejection sampling" pdf   


    Books - Chapters

  • BOOK: L. Martino, D. Luengo, J. Míguez, "Independent Random Sampling Methods", Springer (in press), 2018.   

  • Chapter: D. Luengo, L. Martino, "Statistical Simulation of Multipath Fading Channels for Mobile Wireless Digital Communication Systems", Chapter 10, Taylor and Francis LLC, Editor Al Sakin Khan Pathan.   

  • Chapter: L. Martino, V. Elvira, D. Luengo, J. Corander. "MCMC-Driven Adaptive Multiple Importance Sampling", Chapter 8, Interdisciplinary Bayesian Statistics, Springer Proceedings in Mathematics and Statistics, Vol. 118.   

  • Chapter: Chapter 8 of "Digital Signal Processing with Kernel Methods", Wiley.

  • Invited Chapter: L. Martino, V. Elvira. "Metropolis Sampling", Wiley StatsRef: Statistics Reference Online, 2017. arXiv:1704.04629   


    Conferences (papers)

    1. L. Martino, V. Elvira, J. Miguez, A. Artes, P. Djuric, "A comparison of clipping strategies for importance sampling", IEEE Statistical Signal Processing Workshop, (SSP), 2018.
    2. L. Martino, V. Elvira, G. Camps-Valls, "Distributed Particle Metropolis-Hastings schemes", IEEE Statistical Signal Processing Workshop, (SSP), 2018.
    3. A. Moreno, M. Maneta, G. Camps-Valls, L. Martino, N. Robinson, B. Allred, S. Running,"Interpolation and gap filling of landsat reflectance time series", IEEE International Geoscience and Remote Sensing Symposium (IGARSS), 2018.
    4. D. H. Svendsen, L. Martino, J. Vicent, G. Camps-Valls, "Multioutput automatic emulator for radiative transfer models", IEEE International Geoscience and Remote Sensing Symposium (IGARSS), 2018.
    5. V. Elvira, L. Martino, D. Luengo, and M. F. Bugallo, "Novel weighting and resampling schemes in Population Monte Carlo", French National Conference on Signal and Image rocessing (GRETSI), 2017.
    6. V. Elvira, L. Martino, D. Luengo, and M. F. Bugallo, "Population Monte Carlo Schemes with Reduced Path Degeneracy", IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2017.
    7. L. Martino, V. Elvira, D. Luengo, "Anti-tempered Layered Adaptive Importance Sampling", International Conference on Digital Signal Processing (DSP; almost IEEE), 2017.
    8. L. Martino, V. Laparra, G. Camps-Valls, "Probabilistic Cross-Validation Estimators for Gaussian Process Regression", 25th European Signal Processing Conference (EUSIPCO), 2017.
    9. L. Martino, V. Elvira, G. Camps-Valls, "Group Metropolis Sampling", 25th European Signal Processing Conference (EUSIPCO), 2017.
    10. L. Martino, V. Elvira, G. Camps-Valls, "Recycling Gibbs Sampling", 25th European Signal Processing Conference (EUSIPCO), 2017.
    11. L. Martino, J. Vicent, G. Camps-Valls, "Automatic Emulation by Adaptive Relevance Vector Machines", SCANDINAVIAN CONFERENCE ON IMAGE ANALYSIS (SCIA), 2017. pdf   
    12. G. Camps-Valls, D. H. Svendsen, L. Martino, Jordi Muñoz-Mari, V. Laparra, M. Campos-Taberner, D. Luengo, "Physics-Aware Gaussian Processes for Earth Observation", SCANDINAVIAN CONFERENCE ON IMAGE ANALYSIS (SCIA), 2017.
    13. L. Martino, J. Vicent, G. Camps-Valls, "Automatic Emulator and Optimized Look-up Table Generation for Radiative Transfer Models", IEEE International Geoscience and Remote Sensing Symposium (IGARSS), 2017. pdf   
    14. D. H. Svendsen, L. Martino, M. Campos-Taberner, G.Camps-Valls, "Joint Gaussian Processes for Inverse Modeling", IEEE International Geoscience and Remote Sensing Symposium (IGARSS), 2017.
    15. M. F. Bugallo, V. Elvira, L. Martino, "A new strategy for effective learning in adaptive importance sampling", IEEE Conference on Signals, Systems, and Computers, (ASILOMAR), 2016.
    16. L. Martino, J. Plata, F. Louzada, "A Monte Carlo Scheme for Node-Specific Inference Over Wireless Sensor Networks", IEEE Sensor Array and Multichannel Signal Processing Workshop, (SAM), 2016. viXra:1603.0180.
    17. L. Martino, V. Elvira, D Luengo, F. Louzada, "Adaptive Population Importance Samplers: A General Perspective", IEEE Sensor Array and Multichannel Signal Processing Workshop, (SAM), 2016.
    18. L. Martino, V. Elvira, F. Louzada, "Weighting a Resampled Particle in Sequential Monte Carlo", IEEE Statistical Signal Processing Workshop, (SSP), 2016. viXra:1602.0333.
    19. L. Martino, V. Elvira, F. Louzada, "Alternative Effective Sample Size measures for Importance Sampling", IEEE Statistical Signal Processing Workshop, (SSP), 2016.
    20. V. Elvira, L. Martino, D. Luengo, M. Bugallo, "Multiple Importance Sampling with Overlapping Sets of Proposals", IEEE Statistical Signal Processing Workshop, (SSP), 2016.
    21. L. Martino, R. Casarin, D. Luengo, "Sticky proposal densities for adaptive MCMC methods", IEEE Statistical Signal Processing Workshop, (SSP), 2016.
    22. L. Martino, V. Elvira, D. Luengo, F. Louzada, "Parallel Metropolis chains with cooperative adaptation", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) , 2016.    arXiv:1509.07993
    23. V. Elvira, L. Martino, D. Luengo, and M. Bugallo, "On Sample Generation and Weight Calculation in Importance Sampling", IEEE Conference on Signals, Systems, and Computers (ASILOMAR), 2015.
    24. D. Luengo, L. Martino, V. Elvira, M. Bugallo, "Bias Correction for Distributed Bayesian Estimators", IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2015.
    25. L. Martino, V. Elvira, D. Luengo, J. Corander, "Interacting Parallel Markov Adaptive Importance Sampling", 23th European Signal Processing Conference (EUSIPCO), 2015. pdf   
    26. L. Martino, V. Elvira, D. Luengo, A. Artes, J. Corander, "Smelly Parallel MCMC Chains", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2015. pdf   
    27. V. Elvira, L. Martino, D. Luengo, J. Corander, "A Grandient Adaptive Population Importance Sampler", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2015. pdf   
    28. D. Luengo, L. Martino, V. Elvira, M. Bugallo, "Efficient Linear Combination of Partial Monte Carlo Estimators", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2015. pdf   
    29. L. Martino, V. Elvira, D. Luengo, A. Artes, J. Corander, "Orthogonal MCMC algorithms", IEEE Statistical Signal Processing Workshop, (SSP), 2014. pdf   
    30. L. Martino, V. Elvira, D. Luengo, J. Corander, "An Adaptive Population Importance Sampler", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2014. pdf   
    31. D. Luengo, D. Oses, L. Martino, "Monte Carlo Limit Cycle Characterization", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2014. pdf   
    32. L. Martino, J. Read, D. Luengo, "Independent doubly adaptive rejection Metropolis sampling", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2014. pdf   
    33. D. Luengo, L. Martino, "Fully Adaptive Gaussian Mixture Metropolis-Hastings Algorithm", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Vancouver (Canada), 2013. pdf   
    34. J. Read, L. Martino, D. Luengo, "Efficient Monte Carlo Optimization for Multi-label Classifier Chains", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Vancouver (Canada), 2013. pdf   
    35. L. Martino, J. Míguez, "A rejection sampling scheme for posterior probability distributions via the Ratio-of-Uniforms method", European Signal Processing Conference (EUSIPCO), Aalborg, 2010. pdf   
    36. L. Martino, J. Míguez, "An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions", Workshop on Statistical Signal Processing (SSP), Cardiff, 2009. pdf   

    37. L. Martino, J. Míguez, "New Accept/Reject Methods for Independent Sampling from Posterior Probability Distributions", European Signal Processing Conference (EUSIPCO), Glasgow, 2009. pdf   
    38. K. Achutegui, L. Martino, J. Rodas, C. J. Escudero, J. Míguez, "A Multi-Model Particle Filtering Algorithm for Indoor Tracking of Mobile Terminals Using RSS Data", IEEE International Conference on Control Applications (CCA), San Petersburgo (Rusia), 2009. pdf   
    39. L. Martino, J. Míguez, "A Novel Rejection Sampling Scheme for Posterior Probability Distributions", IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Taipei (Taiwan), 2009. pdf   

    Organization of special sessions and special issues

    1. session 1

    Attendance and other contributions


    IEEE TGARS 1;    PatRec 3;    IEEE SPM 1;    IEEE TSP 2;    AppSoftComp 1;      TOT=8

    StaCo 2;    SigPro 3;    BaAn 1;      TOT=6

    DSP 7;      TOT=7

    JASP 1;      TOT=1

    Comm StatSimCo 2    CompStat 2;    SemFor 1;      TOT=5

    IEEE-SP-Let 2;    StatProLet 1;    EL-Let 4;      TOT=7

    Diversity 16

    Repetition 7 4 3 3 2 2 2 2 2   1   1   1   1   1   1   1
    ------------  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
    AuthorID 34969394500 from Mendeley -Scopus