Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
Kjartan Kloster OsmundsenTore Selland KleppeRoman LiesenfeldPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- monte carlo
- hierarchical models
- hierarchical model
- monte carlo methods
- markov chain monte carlo
- monte carlo simulation
- adaptive sampling
- markov chain
- hierarchical structures
- learning algorithm
- importance sampling
- particle filter
- generative model
- monte carlo tree search
- markovian decision
- maximum a posteriori
- maximum likelihood
- bayesian networks
- matrix inversion
- bayesian inference
- posterior distribution
- hierarchical structure
- random variables
- probabilistic model
- active learning
- computer vision