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A generalization of the Multiple-try Metropolis algorithm for Bayesian estimation and model selection.
Silvia Pandolfi
Francesco Bartolucci
Nial Friel
Published in:
AISTATS (2010)
Keyphrases
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model selection
bayesian estimation
parameter estimation
learning algorithm
simulated annealing
cross validation
objective function
worst case
expectation maximization
feature selection
maximum likelihood
prior information
information criterion
automatic model selection