Iterative Markov Chain Monte Carlo Computation of Reference Priors and Minimax Risk.
John D. LaffertyLarry A. WassermanPublished in: UAI (2001)
Keyphrases
- markov chain monte carlo
- exact computation
- dirichlet process
- generative model
- parameter estimation
- posterior distribution
- markov chain
- monte carlo
- bayesian inference
- posterior probability
- markov chain monte carlo sampling
- metropolis hastings algorithm
- bayesian framework
- approximate inference
- particle filter
- prior model
- prior knowledge
- prior information
- hyperparameters
- simulated annealing
- data association
- least squares
- genetic algorithm