Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks
Vinayak A. RaoYee Whye TehPublished in: CoRR (2012)
Keyphrases
- markov chain
- continuous time bayesian networks
- markov processes
- markov chain monte carlo
- variational approximation
- finite state
- monte carlo
- stochastic processes
- markov process
- sampling algorithm
- stationary distribution
- state space
- stochastic process
- bayesian inference
- random sampling
- random fields
- posterior distribution
- bayesian networks
- exponential family
- parameter estimation
- hidden markov models