MatDRAM: A pure-MATLAB Delayed-Rejection Adaptive Metropolis-Hastings Markov Chain Monte Carlo Sampler.
Shashank KumbhareAmir ShahmoradiPublished in: CoRR (2020)
Keyphrases
- markov chain monte carlo
- metropolis hastings
- posterior distribution
- markov chain
- sampling algorithm
- parameter estimation
- generative model
- monte carlo
- bayesian inference
- reversible jump markov chain monte carlo
- posterior probability
- particle filter
- variational approximation
- approximate inference
- data association
- particle filtering
- importance sampling
- simulated annealing
- bayesian framework
- maximum likelihood
- probability distribution
- pairwise
- closed form
- object tracking
- least squares