A Monte Carlo approach to quantifying model error in Bayesian parameter estimation.
Staci A. WhiteRadu HerbeiPublished in: Comput. Stat. Data Anal. (2015)
Keyphrases
- parameter estimation
- monte carlo
- maximum likelihood
- posterior distribution
- monte carlo simulation
- parameter values
- em algorithm
- markov chain monte carlo
- random fields
- statistical models
- model fitting
- model selection
- least squares
- maximum likelihood estimation
- markov random field
- probabilistic model
- monte carlo methods
- experimental data
- higher order
- probability distribution
- parameter estimation algorithm
- parameter estimates
- estimation problems
- monte carlo tree search
- markov fields
- data mining
- prior model
- ls svm
- particle filter
- markov chain
- search space
- pairwise