#### Filter Results:

#### Publication Year

1998

2017

#### Publication Type

#### Co-author

#### Publication Venue

#### Key Phrases

Learn More

- Mauricio A. Álvarez, David Luengo, Neil D. Lawrence
- AISTATS
- 2009

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how… (More)

- Jesse Read, Luca Martino, David Luengo
- Pattern Recognition
- 2014

Multi-dimensional classification (MDC) is the supervised learning problem where an instance is associated with multiple classes, rather than with a single class, as in traditional classification problems. Since these classes are often strongly correlated, modeling the dependencies between them allows MDC methods to improve their performance – at the expense… (More)

- David Luengo, Luca Martino
- 2013 IEEE International Conference on Acoustics…
- 2013

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples from generic multimodal and multidimensional target distributions. The proposal density is a mixture of Gaussian… (More)

- Victor Elvira, Luca Martino, David Luengo, Mónica F. Bugallo
- ACSSC
- 2015

- Luca Martino, Jesse Read, David Luengo
- 2014 IEEE International Conference on Acoustics…
- 2014

Adaptive Rejection Metropolis Sampling (ARMS) is a well-known MCMC scheme for generating samples from one-dimensional target distributions. ARMS is widely used within Gibbs sampling, where automatic and fast samplers are often needed to draw from univariate full-conditional densities. In this work, we propose an alternative adaptive algorithm… (More)

- Mauricio A. Álvarez, David Luengo, Michalis K. Titsias, Neil D. Lawrence
- AISTATS
- 2010

Interest in multioutput kernel methods is increasing , whether under the guise of multitask learning , multisensor networks or structured output data. From the Gaussian process perspective a multioutput Mercer kernel is a covariance function over correlated output functions. One way of constructing such kernels is based on convolution processes (CP). A key… (More)

- Luca Martino, Victor Elvira, David Luengo, Jukka Corander
- 2014 IEEE International Conference on Acoustics…
- 2014

Monte Carlo (MC) methods are widely used in signal processing, machine learning and communications for statistical inference and stochastic optimization. A well-known class of MC methods is composed of importance sampling and its adaptive extensions (e.g., population Monte Carlo). In this work, we introduce an adaptive importance sampler using a population… (More)

- David Luengo, Ignacio Santamaŕıa, Luis Vielva, Carlos Pantaleón
- 2003

We consider the underdetermined blind source separation problem with linear instantaneous and convolutive mixtures when the input signals are sparse, or have been rendered sparse. In the underdetermined case the problem requires solving three sub-problems: detecting the number of sources, estimating the mixing matrix, and finding an adequate inversion… (More)

- Victor Elvira, Luca Martino, David Luengo, Mónica F. Bugallo
- IEEE Signal Processing Letters
- 2015

Multiple importance sampling (MIS) methods use a set of proposal distributions from which samples are drawn. Each sample is then assigned an importance weight that can be obtained according to different strategies. This work is motivated by the trade-off between variance reduction and computational complexity of the different approaches (classical vs.… (More)

- Mauricio A. Álvarez, David Luengo, Neil D. Lawrence
- IEEE Transactions on Pattern Analysis and Machine…
- 2013

Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how… (More)