Convergence assessment techniques for Markov chain Monte Carlo.
Stephen P. BrooksGareth O. RobertsPublished in: Stat. Comput. (1998)
Keyphrases
- markov chain monte carlo
- parameter estimation
- markov chain
- markov chain monte carlo sampling
- generative model
- bayesian inference
- monte carlo
- posterior distribution
- posterior probability
- approximate inference
- particle filter
- data association
- least squares
- particle filtering
- cross validation
- probabilistic model
- simulated annealing
- higher order
- state space