Variance reduction for Metropolis-Hastings samplers.
Angelos AlexopoulosPetros DellaportasMichalis K. TitsiasPublished in: Stat. Comput. (2023)
Keyphrases
- variance reduction
- metropolis hastings
- markov chain monte carlo
- monte carlo
- importance sampling
- sampling algorithm
- random sampling
- sample size
- posterior distribution
- markov chain
- generative model
- parameter estimation
- particle filter
- approximate inference
- bayesian inference
- posterior probability
- particle filtering
- simulated annealing
- probability distribution
- gaussian distribution
- decision trees
- bayesian framework
- confidence intervals
- upper bound
- active learning
- support vector