Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation.
Edward HigsonWill HandleyMichael P. HobsonAnthony N. LasenbyPublished in: Stat. Comput. (2019)
Keyphrases
- parameter estimation
- markov chain monte carlo
- maximum likelihood
- model selection
- statistical models
- least squares
- parameter estimation algorithm
- em algorithm
- posterior distribution
- parameter values
- maximum likelihood estimation
- markov random field
- approximate inference
- parameters estimation
- dynamic environments
- expectation maximization
- structure learning
- random fields
- sample size
- optical flow
- model fitting
- bayesian framework
- gibbs sampling
- parameter estimates
- estimation problems
- closed form
- machine learning