Rao-Blackwellized sampling for batch and recursive Bayesian inference of Piecewise Affine models.
Dario PigaAlberto BemporadAlessio BenavoliPublished in: Autom. (2020)
Keyphrases
- bayesian inference
- gibbs sampler
- probabilistic model
- markov chain monte carlo
- statistical inference
- piecewise affine
- variational inference
- hidden variables
- prior information
- random fields
- hyperparameters
- bayesian model
- probabilistic modeling
- prior distribution
- prior knowledge
- variational bayes
- bayesian models
- parameter estimation
- model selection
- data sets
- latent variables
- sample size
- markov chain
- graphical models
- variational approximation
- weighted model counting