Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions.
Yuan ShenDan CornfordManfred OpperCédric ArchambeauPublished in: Comput. Stat. (2012)
Keyphrases
- markov chain monte carlo
- posterior distribution
- variational approximation
- posterior probability
- parameter estimation
- generative model
- bayesian inference
- markov chain
- approximate inference
- monte carlo
- probability distribution
- latent variables
- variational methods
- fully bayesian
- particle filter
- markov chain monte carlo sampling
- dirichlet process
- image segmentation
- probabilistic model
- bayesian framework
- data association
- maximum a posteriori
- closed form
- particle filtering
- graphical models
- prior knowledge
- belief propagation
- conditional probabilities
- topic models
- expectation maximization
- simulated annealing
- dynamic programming
- bayesian networks
- machine learning