Transdimensional sequential Monte Carlo for hidden Markov models using variational Bayes - SMCVB.
Clare McGroryDaniel AhfockPublished in: FedCSIS (Position Papers) (2014)
Keyphrases
- hidden markov models
- posterior distribution
- hyperparameters
- probability distribution
- bayesian inference
- model selection
- latent variables
- log likelihood
- parameter estimation
- bayesian framework
- exponential family
- particle filtering
- gaussian mixture model
- conditional random fields
- cross validation
- posterior probability
- particle filter
- markov chain monte carlo
- support vector
- image sequences
- machine learning
- approximate inference