Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo.
Willem van den BoomAjay JasraMaria De IorioAlexandros BeskosJohan Gunnar ErikssonPublished in: Stat. Comput. (2022)
Keyphrases
- markov chain monte carlo
- posterior distribution
- bayesian inference
- exact computation
- posterior probability
- importance sampling
- expectation propagation
- parameter estimation
- probability distribution
- latent variables
- markov chain
- generative model
- hyperparameters
- bayesian framework
- markov chain monte carlo sampling
- monte carlo
- maximum a posteriori
- closed form
- probabilistic model
- bayesian networks
- particle filtering
- approximate inference
- maximum likelihood
- expectation maximization
- graphical models
- probability density function
- prior information
- hidden markov models