Title
A Survey of Stochastic Simulation and Optimization Methods in Signal Processing.
Abstract
Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational inference techniques. This has driven the development of statistical SP methods based on stochastic simulation and optimization. Stochastic simulation and optimizati...
Year
DOI
Venue
2016
10.1109/JSTSP.2015.2496908
IEEE Journal of Selected Topics in Signal Processing
Keywords
Field
DocType
Signal processing algorithms,Approximation algorithms,Stochastic processes,Computational modeling,Optimization,Monte Carlo methods,Proposals
Stochastic simulation,Mathematical optimization,Probabilistic-based design optimization,Stochastic optimization,Bayesian inference,Markov chain Monte Carlo,Computer science,Statistical model,Statistical inference,Stochastic programming
Journal
Volume
Issue
ISSN
10
2
1932-4553
Citations 
PageRank 
References 
23
0.84
69
Authors
7
Name
Order
Citations
PageRank
Marcelo Pereyra114216.00
Philip Schniter2162093.74
Emilie Chouzenoux320226.37
Jean-Christophe Pesquet4834.45
Jean-Yves Tourneret51154104.46
Iii Alfred O. Hero61713197.61
Stephen McLaughlin716816.62