Efficient Sampling of Non Log-Concave Posterior Distributions With Mixture of Noises.
Pierre PaludPierre-Antoine ThouveninPierre ChainaisEmeric BronFranck Le PetitPublished in: IEEE Trans. Signal Process. (2023)
Keyphrases
- posterior distribution
- markov chain monte carlo
- metropolis hastings
- expectation maximization
- sequential monte carlo
- gaussian distribution
- parameter estimation
- latent variables
- probability distribution
- random sampling
- variational inference
- posterior probability
- hyperparameters
- sampling algorithm
- dirichlet process
- mixture model
- least squares