Generative Parameter Sampler For Scalable Uncertainty Quantification.
Minsuk ShinYoung LeeJun S. LiuPublished in: CoRR (2019)
Keyphrases
- generative model
- markov chain
- highly scalable
- inherent uncertainty
- monte carlo
- parameter values
- data driven
- conditional probabilities
- uncertain data
- incomplete information
- parameter space
- neural network
- parameter settings
- belief functions
- markov chain monte carlo
- input parameters
- expected utility
- unsupervised learning
- robust optimization
- memory efficient
- sequential monte carlo