Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities.
Sooyoung CheonFaming LiangYuguo ChenKai YuPublished in: Stat. Comput. (2014)
Keyphrases
- monte carlo
- stochastic approximation
- importance sampling
- conditional probabilities
- probabilistic inference
- probability distribution
- bayesian networks
- probabilistic model
- markov chain
- belief networks
- random variables
- posterior probability
- particle filter
- variance reduction
- machine learning
- maximum likelihood
- temporal difference