Compressive Sensing and Fast Simulations: Applications to Radar Detection

In most modern high-resolution multi-channel radar systems one of the major problems to deal with is the huge amount of data to be acquired, processed and/or stored. But why do we need all these data? According to the well known Nyquist-Shannon sampling theorem, real signals have to be sampled at at least twice the signal bandwidth to prevent...

Maximally Adaptive Nonparametric Importance Sampling

Nowadays, Monte Carlo integration is a popular tool for estimating high-dimensional, complex integrals. Its scope of application can be widened if ways can be found to produce estimates with smaller variance at the same computational cost. Variance reduction techniques aim to accomplish this. In particular, using importance sampling with the so...