A fast universal self-tuned sampler within Gibbs sampling.
Luca MartinoH. YangDavid LuengoJuho KanniainenJukka CoranderPublished in: Digit. Signal Process. (2015)
Keyphrases
- hyperparameters
- gibbs sampling
- markov chain monte carlo
- em algorithm
- posterior distribution
- gibbs sampler
- bayesian inference
- cross validation
- expectation maximization
- parameter estimation
- generative model
- markov chain
- sampling algorithm
- approximate inference
- topic models
- particle filter
- information retrieval
- probabilistic inference
- exact inference
- least squares
- knowledge discovery