Accelerating Monte Carlo Bayesian Inference via Approximating Predictive Uncertainty over Simplex.
Yufei CuiWuguannan YaoQiao LiAntoni B. ChanChun Jason XuePublished in: CoRR (2019)
Keyphrases
- monte carlo
- bayesian inference
- particle filter
- prior information
- monte carlo simulation
- importance sampling
- markov chain
- probabilistic model
- hyperparameters
- bayesian model
- statistical inference
- monte carlo methods
- hierarchical bayesian
- confidence intervals
- monte carlo tree search
- adaptive sampling
- temporal difference
- quasi monte carlo
- state space
- optimal strategy
- matrix inversion
- markov chain monte carlo
- kalman filter
- global illumination
- expectation propagation
- particle filtering
- parameter estimation
- mixture model
- point processes
- generative model
- markovian decision