Componentwise adaptation for high dimensional MCMC.
Heikki HaarioEero SaksmanJohanna TamminenPublished in: Comput. Stat. (2005)
Keyphrases
- high dimensional
- markov chain monte carlo
- low dimensional
- markov chain
- high dimensional data
- similarity search
- dimensionality reduction
- multi dimensional
- generative model
- high dimensionality
- sparse data
- input space
- monte carlo
- nearest neighbor
- feature space
- variable selection
- data sets
- algorithms for data mining
- parameter space
- noisy data
- metric space
- manifold learning
- data points
- bayesian networks
- feature selection
- high dimensional spaces
- high dimension
- high dimensional problems
- genetic algorithm