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Stochastic Gradient MCMC for State Space Models.

Christopher AicherYi-An MaNicholas J. FotiEmily B. Fox
Published in: SIAM J. Math. Data Sci. (2019)
Keyphrases
  • stochastic gradient
  • state space
  • markov chain
  • reinforcement learning
  • markov chain monte carlo
  • similarity measure
  • probabilistic model
  • model selection
  • parameter estimation
  • latent variables