Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau.
Alain DurmusEric MoulinesMarcelo PereyraPublished in: SIAM J. Imaging Sci. (2018)
Keyphrases
- markov chain monte carlo
- posterior distribution
- posterior probability
- generative model
- markov chain
- exact computation
- bayesian inference
- parameter estimation
- fully bayesian
- monte carlo
- particle filter
- maximum likelihood
- bayesian framework
- graphical models
- probability distribution
- prior knowledge
- approximate inference
- reinforcement learning
- bayesian networks
- computer vision