Research area: Statistical signal processing - Bayesian Inference - Machine Learning.
Main topics of interest: Monte Carlo methods (MCMC, particle filtering), general problems and methods for Regression-Filtering-Smoothing,
Stochastic Processes (specially Gaussian processes), Multi-label Classification, Nonlinear Chaotic Systems.
(see Research for exhaustive information):
M. F. Bugallo, V. Elvira, L. Martino, D. Luengo, J. Miguez, P. M. Djuric, "Adaptive Importance Sampling: The Past, the Present, and the Future",
IEEE Signal Processing Magazine, (accepted; in press), 2017.