A survey of stochastic simulation and optimization methods in signal processing

M Pereyra, P Schniter, E Chouzenoux… - … in Signal Processing, 2015 - ieeexplore.ieee.org
… In writing this paper we have sought to provide an introduction to stochastic simulation and
optimization methods in a tutorial format, but which also raised some interesting topics for …

[BOOK][B] Introduction to stochastic search and optimization: estimation, simulation, and control

JC Spall - 2005 - books.google.com
… sensitivity analysis. Material for these subjects is drawn from sources such as the tutorial
for carrying out the task, stochastic search and optimization methods the theme of this book-…

Monte Carlo methods for signal processing: a review in the statistical signal processing context

A Doucet, X Wang - IEEE Signal Processing Magazine, 2005 - ieeexplore.ieee.org
… or deterministic numerical integration/optimization methods. These classical … In this tutorial,
we advocate that Monte Carlo methods are a powerful set of techniques that can provide …

An overview of machine learning-based techniques for solving optimization problems in communications and signal processing

H Dahrouj, R Alghamdi, H Alwazani… - IEEE …, 2021 - ieeexplore.ieee.org
… Now that we showed that the two problems (16) and (17) are complex to solve using
conventional optimization techniques, we show how DNN solves tackles such problems and the …

Robust estimation in signal processing: A tutorial-style treatment of fundamental concepts

AM Zoubir, V Koivunen… - … Signal Processing …, 2012 - ieeexplore.ieee.org
… In particular, measurement campaigns [2]–[5] have confirmed the presence of impulsive (heavy-tailed)
noise, which can cause optimal signal processing techniques, especially the ones …

Markov chain Monte Carlo methods with applications to signal processing

WJ Fitzgerald - Signal Processing, 2001 - Elsevier
method of simulating behaviours of many-body systems in equilibrium. Interesting insights
can be gained into stochastic simulation and optimization … In this tutorial paper, an introduction …

Simulation optimization: a review of algorithms and applications

S Amaran, NV Sahinidis, B Sharda, SJ Bury - Annals of Operations …, 2016 - Springer
… term for techniques used to optimize stochastic simulations. … a very basic tutorial on simulation
output analysis and … literature as black-box optimization methods. Output variability is the …

Stochastic optimization: a review

D Fouskakis, D Draper - International Statistical Review, 2002 - Wiley Online Library
… practice we therefore use Monte Carlo methods to evaluate it, averaging over N random
modeling and validation splits. When different optimization methods are compared to see which …

Tutorial on higher-order statistics (spectra) in signal processing and system theory: Theoretical results and some applications

JM Mendel - Proceedings of the IEEE, 1991 - ieeexplore.ieee.org
… where { g (t) } is a Gaussian random process with the same … of the distance of the random
process from Gaussianity. Clearly, … In the optimization method [62] the coefficients of the noncau…

Applications of stochastic resonance to machinery fault detection: A review and tutorial

Z Qiao, Y Lei, N Li - Mechanical Systems and Signal Processing, 2019 - Elsevier
… noise imbedded in signals for … signal processing methods, stochastic resonance (SR) is
able to utilize the noise imbedded in signals to extract weak fault characteristics from the signals. …