Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget
Anoop Korattikara BalanYutian ChenMax WellingPublished in: CoRR (2013)
Keyphrases
- metropolis hastings
- markov chain monte carlo
- posterior distribution
- sampling algorithm
- particle filtering
- parameter estimation
- markov chain
- posterior probability
- variational approximation
- latent variables
- bayesian framework
- approximate inference
- bayesian inference
- generative model
- importance sampling
- support vector
- reinforcement learning
- dynamic bayesian networks
- graph cuts
- graphical models
- probability distribution