L. Martino

[57] viXra:2604.0027 submitted on 2026-04-09 11:52:26 , (27 unique-IP downloads)

A Unifying View of Contrastive Learning, Importance Sampling, and Bridge Sampling for Energy-Based Models

Authors: L. Martino
Category: Statistics

[56] viXra:2602.0155 submitted on 2026-02-26 09:49:23 , (81 unique-IP downloads)

Nested Sampling: A Critical and Comprehensive Theoretical Guide

Authors: L. Martino, F. Llorente
Category: Statistics

[55] viXra:2602.0150 submitted on 2026-02-26 21:24:53 , (56 unique-IP downloads)

A Unifying View of Multiple-Try Metropolis and Particle Metropolis-Hastings Algorithms

Authors: L. Martino
Category: Statistics

[54] viXra:2601.0065 replaced on 2026-02-24 22:06:15 , (140 unique-IP downloads)

Importance Sampling and Contrastive Learning Schemes for Parameter Estimation in Non-Normalized Models

Authors: L. Martino, L. Scaffidi, S. Mangano
Category: Statistics

[53] viXra:2510.0059 submitted on 2025-10-12 10:04:53 , (122 unique-IP downloads)

Arguments in Favor of the Berger-Parker Index as an Effective Sample Size: The Only True Particle Counter

Authors: L. Martino
Category: Statistics

[52] viXra:2510.0016 submitted on 2025-10-04 09:38:22 , (124 unique-IP downloads)

Consensus in Sequential Wrapper Feature Selection: a Unifying Approach

Authors: L. Martino, G. Villacrés, S. Arcidiacono
Category: Statistics

[51] viXra:2510.0015 submitted on 2025-10-04 10:00:17 , (145 unique-IP downloads)

Data-Driven Priors Via Hyper-Parameter Posteriors of Gaussian Processes

Authors: L. Martino, J. Lopez-Santiago, J. Miguez, G. Vazquez-Vilar
Category: Statistics

[50] viXra:2508.0163 replaced on 2026-02-05 21:18:48 , (241 unique-IP downloads)

Fast Resampling for Sequential Monte Carlo with Millions of Particles

Authors: L. Martino, V. Elvira
Category: Statistics

[49] viXra:2505.0005 submitted on 2025-05-01 16:50:56 , (167 unique-IP downloads)

Automatic Uncertainty Evaluation for Determining the Number of Components in Nested Models

Authors: L. Martino, R. San Millan-Castillo, E. Morgado
Category: Statistics

[48] viXra:2504.0171 submitted on 2025-04-27 09:46:44 , (191 unique-IP downloads)

Compare and Combine Different Importance Ranking Methods for Feature Selection: a Gentle Review

Authors: M. Marinescu, L. Martino, G. Villacres, S. G. Arcidiacono, O. Barquero
Category: Statistics

[47] viXra:2503.0117 submitted on 2025-03-19 14:35:15 , (203 unique-IP downloads)

A Note on Gradient-Based Parameter Estimation for Energy-Based Models

Authors: L. Martino, S. Ingrassia, S. Mangano, L. Scaffidi
Category: Statistics

[46] viXra:2503.0116 submitted on 2025-03-19 15:09:21 , (176 unique-IP downloads)

Multioutput Feature Selection for Emulation and Sensitivity Analysis

Authors: J. Vicent, L. Martino, J. Verrelst, J. P. Rivera Caicedo, G. Camps-Valls
Category: Statistics

[45] viXra:2503.0115 submitted on 2025-03-19 20:03:15 , (171 unique-IP downloads)

Multi-fidelity Gaussian Process Emulation for Atmospheric Radiative Transfer Models

Authors: J, Vicent, L. Martino, J. Verrelst, G. Camps-Valls
Category: Statistics

[44] viXra:2406.0055 replaced on 2025-04-08 18:36:58 , (437 unique-IP downloads)

A Note on the Area Under the Likelihood and the Fake Evidence for Model Selection

Authors: L. Martino, F. Llorente
Category: Statistics

[43] viXra:2404.0105 submitted on 2024-04-21 12:12:42 , (230 unique-IP downloads)

An Index of Effective Number of Variables for Uncertainty and Reliability Analysis in Model Selection Problems

Authors: L. Martino, E. Morgado, R. San Millan Castillo
Category: Statistics

[42] viXra:2402.0093 submitted on 2024-02-18 11:04:32 , (252 unique-IP downloads)

Second Moment/order Approximations by Kernel Smoothers with Application to Volatility Estimation

Authors: L. Beleña, E. Curbelo, L. Martino, V. Laparra
Category: Statistics

[41] viXra:2310.0032 replaced on 2024-12-04 19:15:45 , (592 unique-IP downloads)

Adaptive Posterior Distributions for Uncertainty Analysis of Covariance Matrices in Bayesian Inversion Problems for Multioutput Signals

Authors: E. Curbelo, L. Martino, F. Llorente, D. Delgado-Gomez
Category: Statistics

[40] viXra:2307.0056 replaced on 2025-01-21 20:45:14 , (313 unique-IP downloads)

A Machine Learning Algorithm for the Quantiu2002cation and Uncertainty Analysis of the Number of Spinal Microglia Trainable in Small and Heterogeneous Datasets

Authors: L. Martino, M. M. Garcia, P. S. Paradas, E. Curbelo
Category: Statistics

[39] viXra:2209.0132 replaced on 2023-06-14 09:56:05 , (774 unique-IP downloads)

Universal and Automatic Elbow Detection for Learning the Effective Number of Components in Model Selection Problems

Authors: E. Morgado, L. Martino, R. San Millán-Castillo
Category: Statistics

[38] viXra:2209.0123 replaced on 2023-06-06 14:57:34 , (404 unique-IP downloads)

Spectral Information Criterion for Automatic Elbow Detection

Authors: L. Martino, R. San Millán-Castillo, E. Morgado
Category: Statistics

[37] viXra:2112.0158 replaced on 2022-07-17 10:28:12 , (372 unique-IP downloads)

An Exhaustive Variable Selection Study for Linear Models of Soundscape Emotions: Rankings and Gibbs Analysis

Authors: R. San Millán-Castillo, L. Martino, E. Morgado, F. Llorente
Category: Statistics

[36] viXra:2111.0150 submitted on 2021-11-28 14:29:35, (333 unique-IP downloads)

Bayesian Inference Via Generalized Thermodynamic Integration

Authors: F. Llorente, L. Martino, D. Delgado
Category: Statistics

[35] viXra:2111.0145 replaced on 2025-03-23 16:12:27 , (723 unique-IP downloads)

Effective Sample Size Approximations as Entropy Measures

Authors: L. Martino, V. Elvira
Category: Statistics

[34] viXra:2110.0032 replaced on 2022-06-10 12:08:11, (772 unique-IP downloads)

On the Safe Use of Prior Densities for Bayesian Model Selection

Authors: F. Llorente, L. Martino, E. Curbelo, J. Lopez-Santiago, D. Delgado
Category: Statistics

[33] viXra:2109.0178 replaced on 2022-01-13 03:48:54, (403 unique-IP downloads)

Optimality in Noisy Importance Sampling

Authors: F. Llorente, L. Martino, J. Read, D. Delgado
Category: Statistics

[32] viXra:2103.0008 submitted on 2021-03-02 17:19:51, (237 unique-IP downloads)

Compressed Particle Methods for Expensive Models with Application in Astronomy and Remote Sensing

Authors: L. Martino, V. Elvira, J. Lopez-Santiagoy G. Camps-Valls
Category: Statistics

[31] viXra:2012.0038 submitted on 2020-12-06 14:50:31, (255 unique-IP downloads)

Automatic Emulator and Optimized Look-up Table Generation for Radiative Transfer Models

Authors: L. Martino, J. Vicent, G. Camps-Valls
Category: Statistics

[30] viXra:2012.0037 submitted on 2020-12-06 19:04:22, (211 unique-IP downloads)

Adaptive Sequential Interpolator Using Active Learning for Efficient Emulation of Complex Systems

Authors: L.Martino, D. Heestermans Svendsen, J. Vicent, G. Camps-Valls
Category: Statistics

[29] viXra:2012.0036 submitted on 2020-12-06 19:06:41, (177 unique-IP downloads)

Particle Group Metropolis Methods for Tracking the Leaf Area Index

Authors: L. Martino, V. Elvira, G. Camps-Valls
Category: Statistics

[28] viXra:2012.0035 submitted on 2020-12-06 15:16:02, (238 unique-IP downloads)

Group Metropolis Sampling

Authors: L. Martino, V. Elvira, G. Camps-Valls
Category: Statistics

[27] viXra:2012.0034 submitted on 2020-12-05 11:18:45, (317 unique-IP downloads)

Joint Gaussian Processes for Inverse Modeling

Authors: D. Heestermans Svendsen, L. Martino, M. Campos-Taberner, G. Camps-Valls
Category: Statistics

[26] viXra:2012.0033 submitted on 2020-12-05 11:25:51, (258 unique-IP downloads)

Distributed Particle Metropolis-Hastings Schemes

Authors: L. Martino, V. Elvira, G. Camps-Valls
Category: Statistics

[25] viXra:2012.0032 submitted on 2020-12-05 22:19:11, (173 unique-IP downloads)

Probabilistic Cross-Validation Estimators for Gaussian Process Regression

Authors: L. Martino, V. Laparra, G. Camps-Valls
Category: Statistics

[24] viXra:2012.0031 submitted on 2020-12-05 22:21:01, (211 unique-IP downloads)

Recycling Gibbs Sampling

Authors: L. Martino, V. Elvira, G. Camps-Valls
Category: Statistics

[23] viXra:2012.0030 submitted on 2020-12-05 22:23:48, (185 unique-IP downloads)

Multioutput Automatic Emulator for Radiative Transfer Models

Authors: D. Heestermans Svendsen, L. Martino, J. Vicent, G. Camps-Valls
Category: Statistics

[22] viXra:2009.0135 replaced on 2021-07-11 15:23:07, (1218 unique-IP downloads)

A Joint Introduction to Gaussian Processes and Relevance Vector Machines with Connections to Kalman Filtering and Other Kernel Smoothers

Authors: L. Martino, J. Read
Category: Statistics

[21] viXra:2004.0425 replaced on 2021-02-27 09:46:18, (742 unique-IP downloads)

Automatic Tempered Posterior Distributions for Bayesian Inversion Problems

Authors: L. Martino, F. Llorente, E. Curbelo, J. Lopez-Santiago, J. Miguez
Category: Statistics

[20] viXra:2001.0052 replaced on 2021-02-06 13:32:52, (959 unique-IP downloads)

Marginal Likelihood Computation for Model Selection and Hypothesis Testing: an Extensive Review

Authors: F. Llorente, L. Martino, D. Delgado, J. Lopez-Santiago
Category: Statistics

[19] viXra:1811.0505 replaced on 2018-12-26 15:10:47, (514 unique-IP downloads)

Compressed Monte Carlo for Distributed Bayesian Inference

Authors: L. Martino, V. Elvira
Category: Statistics

[18] viXra:1705.0093 replaced on 2017-07-05 00:57:58, (592 unique-IP downloads)

Parsimonious Adaptive Rejection Sampling

Authors: L. Martino
Category: Statistics

[17] viXra:1704.0063 replaced on 2018-08-03 10:13:16, (910 unique-IP downloads)

Group Importance Sampling for Particle Filtering and MCMC

Authors: L. Martino, V. Elvira, G. Camps-Valls
Category: Statistics

[16] viXra:1609.0230 replaced on 2017-12-21 05:20:57, (817 unique-IP downloads)

The Recycling Gibbs Sampler for Efficient Learning

Authors: L. Martino, V. Elvira, G. Camps-Valls
Category: Statistics

[15] viXra:1602.0333 replaced on 2017-03-07 04:06:37, (1040 unique-IP downloads)

Weighting a Resampled Particle in Sequential Monte Carlo (Extended Preprint)

Authors: L. Martino, V. Elvira, F. Louzada
Category: Statistics

[14] viXra:1602.0112 replaced on 2016-09-23 03:15:35, (1002 unique-IP downloads)

Effective Sample Size for Importance Sampling Based on Discrepancy Measures

Authors: L. Martino, V. Elvira, F. Louzada
Category: Statistics

[13] viXra:1601.0179 submitted on 2016-01-16 22:40:19, (366 unique-IP downloads)

Efficient Linear Fusion of Distributed MMSE Estimators for Big Data

Authors: D. Luengo, L. Martino, V. Elvira, M. Bugallo
Category: Statistics

[12] viXra:1601.0174 replaced on 2016-07-15 02:12:10, (533 unique-IP downloads)

Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes

Authors: V. Elvira, L. Martino, D. Luengo, M. F. Bugallo
Category: Statistics

[11] viXra:1512.0420 replaced on 2016-09-23 03:50:26, (850 unique-IP downloads)

Cooperative Parallel Particle Filters for Online Model Selection and Applications to Urban Mobility

Authors: L. Martino, J. Read, V. Elvira, F. Louzada
Category: Statistics

[10] viXra:1511.0232 submitted on 2015-11-24 05:31:30, (394 unique-IP downloads)

Generalized Multiple Importance Sampling

Authors: V. Elvira, L. Martino, D. Luengo, M. F. Bugallo
Category: Statistics

[9] viXra:1509.0048 replaced on 2017-10-08 05:28:48, (496 unique-IP downloads)

Adaptive Rejection Sampling with Fixed Number of Nodes

Authors: L. Martino, F. Louzada
Category: Statistics

[8] viXra:1508.0142 replaced on 2016-02-24 08:21:59, (544 unique-IP downloads)

Issues in the Multiple Try Metropolis Mixing

Authors: L. Martino, F. Louzada
Category: Statistics

[7] viXra:1507.0110 replaced on 2016-09-23 04:05:02, (1070 unique-IP downloads)

Orthogonal Parallel MCMC Methods for Sampling and Optimization

Authors: L. Martino, V. Elvira, D. Luengo, J. Corander, F. Louzada
Category: Statistics

[6] viXra:1506.0119 submitted on 2015-06-15 09:45:39, (607 unique-IP downloads)

Viterbi Classifier Chains for Multi-Dimensional Learning

Authors: L. Martino, J. Read, F. Louzada
Category: Data Structures and Algorithms

[5] viXra:1505.0135 replaced on 2016-02-25 06:00:34, (694 unique-IP downloads)

Layered Adaptive Importance Sampling

Authors: L. Martino, V. Elvira, D. Luengo, J. Corander
Category: Statistics

[4] viXra:1409.0051 replaced on 2016-05-27 09:29:29, (1455 unique-IP downloads)

On Multiple Try Schemes and the Particle Metropolis-Hastings Algorithm

Authors: L. Martino, F. Leisen, J. Corander
Category: Statistics

[3] viXra:1407.0133 replaced on 2017-12-30 09:54:44, (557 unique-IP downloads)

Extremely Efficient Acceptance-Rejection Method for Simulating Uncorrelated Nakagami Fading Channels

Authors: L. Martino, D. Luengo
Category: Statistics

[2] viXra:1405.0280 replaced on 2015-03-25 13:29:09, (1298 unique-IP downloads)

An Adaptive Population Importance Sampler: Learning from the Uncertanity

Authors: L. Martino, V. Elvira, D. Luengo, J. Corander
Category: Statistics

[1] viXra:1405.0263 replaced on 2015-04-09 13:23:39, (1077 unique-IP downloads)

A Fast Universal Self-Tuned Sampler Within Gibbs Sampling

Authors: L. Martino, H. Yang, D. Luengo, J. Kanniainen, J. Corander
Category: Statistics