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    ICASSP
    2011
    IEEE
    197views Signal Processing» more  ICASSP 2011»
    Langevin and hessian with fisher approximation stochastic sampling for parameter estimation of structured covariance
    14 years 1 months ago
    Langevin and hessian with fisher approximation stochastic sampling for parameter estimation of structured covariance
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    We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
    Cornelia Vacar, Jean-François Giovannelli, ...
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