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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 17 days 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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