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Publications

Journal papers

  1. L. Martino, "Parsimonious Adaptive Rejection Sampling", IET Electronics Letters (to appear), 2017. viXra:1705.0093        CODE:        download        Mathworks link
  2. 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, (accepted; in press), 2017.
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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))
  11. 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
  12. M. Bugallo, L. Martino, J. Corander, "Adaptive Importance Sampling in Signal Processing", Digital Signal Processing, Volume 47, Pages: 36-49, 2015. pdf
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. 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
  21. 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   
  22. 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   
  23. 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   
  24. 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   
  25. L. Martino, J. Míguez, "A Generalization of the Adaptive Rejection Sampling Algorithm", Statistics and Computing, Volume 21, Number 4, Pages: 633-647, 2011. pdf   
  26. 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. D. Heestermans Svendsen, L. Martino, M. Campos-Taberner, J. Garcia-Haro, G. Camps-Valls, "Joint Gaussian Processes for Biophysical Parameter Retrieval", 2017. ★
  3. L. Martino, "A Review of Multiple Try MCMC algorithms for Signal Processing", 2017. ★
  4. L. Martino, V. Elvira, G. Camps-Valls, "Group Importance Sampling for Particle Filtering and MCMC", arXiv:1704.02771, 2017. viXra:1704.0063
  5. L. Martino, V. Elvira, G. Camps-Valls, "The Recycling Gibbs Sampler for Efficient Learning", arXiv:1611.07056, 2016. viXra:1609.0230
  6. V. Elvira, L. Martino, D. Luengo, M. F. Bugallo, "Generalized Multiple Importance Sampling", arXiv:1511.03095, 2015.   C. Robert's comments
  7. L. Martino, F. Louzada, "Adaptive Rejection Sampling with Fixed Number of Nodes", arXiv:1509.07985, 2015. viXra:1509.0048
  8. D. Luengo, L. Martino, V. Elvira, M. F. Bugallo, "Efficient Linear Fusion of Distributed MMSE Estimators for Big Data", viXra:1601.0179, 2015. ★
  9. L. Martino, J. Read, F. Louzada, "Viterbi Classifier Chains for Multi-Dimensional Learning", viXra:1506.0119, 2015.
  10. L. Martino, F. Leisen, J. Corander, "On Multiple Try Schemes and the Particle Metropolis-Hastings Algorithm", 2014. viXra:1409.0051   

  11. L. Martino, D. Luengo,"Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels", viXra:1407.0133, 2014. ★
  12. L. Martino, R. Casarin, F. Leisen, D. Luengo, "Adaptive Independent Sticky MCMC algorithms", arXiv:1308.3779, 2013. ★
  13. L. Martino, D. Luengo, "Extremely efficient generation of Gamma random variables for α≥1", arXiv:1304.3800, 2013. ★
  14. D. Luengo, L. Martino, "Fully Adaptive Gaussian Mixture Metropolis-Hastings Algorithm", arXiv:1212.0122, 2012.
  15. 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.
  16. 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

  • 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 (in press).   

  • 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, "Anti-tempered Layered Adaptive Importance Sampling", International Conference on Digital Signal Processing (DSP), 2017.
    2. L. Martino, V. Laparra, G. Camps-Valls, "Probabilistic Cross-Validation Estimators for Gaussian Process Regression", 25th European Signal Processing Conference (EUSIPCO), 2017.
    3. L. Martino, V. Elvira, G. Camps-Valls, "Group Metropolis Sampling", 25th European Signal Processing Conference (EUSIPCO), 2017.
    4. L. Martino, V. Elvira, G. Camps-Valls, "Recycling Gibbs Sampling", 25th European Signal Processing Conference (EUSIPCO), 2017.
    5. L. Martino, J. Vicent, G. Camps-Valls, "Automatic Emulation by Adaptive Relevance Vector Machines", SCANDINAVIAN CONFERENCE ON IMAGE ANALYSIS (SCIA), 2017. pdf   
    6. 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.
    7. 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   
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. L. Martino,V. Elvira, F. Louzada, "Weighting a Resampled Particle in Sequential Monte Carlo", IEEE Statistical Signal Processing Workshop, (SSP), 2016. viXra:1602.0333.
    13. L. Martino,V. Elvira, F. Louzada, "Alternative Effective Sample Size measures for Importance Sampling", IEEE Statistical Signal Processing Workshop, (SSP), 2016.
    14. V. Elvira, L. Martino, D. Luengo, M. Bugallo, "Multiple Importance Sampling with Overlapping Sets of Proposals", IEEE Statistical Signal Processing Workshop, (SSP), 2016.
    15. L. Martino, R. Casarin, D. Luengo, "Sticky proposal densities for adaptive MCMC methods", IEEE Statistical Signal Processing Workshop, (SSP), 2016.
    16. 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
    17. 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.
    18. 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.
    19. L. Martino, V. Elvira, D. Luengo, J. Corander, "Interacting Parallel Markov Adaptive Importance Sampling", 23th European Signal Processing Conference (EUSIPCO), 2015. pdf   
    20. 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   
    21. 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   
    22. 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   
    23. L. Martino, V. Elvira, D. Luengo, A. Artes, J. Corander, "Orthogonal MCMC algorithms", IEEE Statistical Signal Processing Workshop, (SSP), 2014. pdf   
    24. 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   
    25. D. Luengo, D. Oses, L. Martino, "Monte Carlo Limit Cycle Characterization", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2014. pdf   
    26. L. Martino, J. Read, D. Luengo, "Independent doubly adaptive rejection Metropolis sampling", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2014. pdf   
    27. 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   
    28. 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   
    29. 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   
    30. L. Martino, J. Míguez, "An Adaptive Accept/Reject Sampling Algorithm for Posterior Probability Distributions", Workshop on Statistical Signal Processing (SSP), Cardiff, 2009. pdf   

    31. L. Martino, J. Míguez, "New Accept/Reject Methods for Independent Sampling from Posterior Probability Distributions", European Signal Processing Conference (EUSIPCO), Glasgow, 2009. pdf   
    32. 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   
    33. 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


    PatRec 3;    IEEE SPM 1;    IEEE SP 2;      TOT=6

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

    DSP 4;      TOT=4

    ComStat 2;    SemFor 1;      TOT=3

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