Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems.
Adrien CorenflosSimo SärkkäPublished in: CoRR (2023)
Keyphrases
- markov chain monte carlo
- dynamical systems
- posterior distribution
- bayesian inference
- latent variables
- markov chain
- generative model
- parameter estimation
- gibbs sampling
- monte carlo
- differential equations
- posterior probability
- dynamic systems
- state space
- gibbs sampler
- approximate inference
- particle filter
- phase space
- dirichlet process
- nonlinear dynamical systems
- qualitative simulation
- latent variable models
- data association
- dynamical behavior
- particle filtering
- agent environment
- probability distribution
- predictive state representations
- search space
- gaussian process
- bayesian framework
- markov random field