"Parallel-Tempering"-Assisted Hybrid Monte Carlo Algorithm for Bayesian Inference in Dynamical Systems.

Shengjie Sun Yuan Shen

Published in: UKCI (2019)

Keyphrases

monte carlo
bayesian inference
markov chain monte carlo
dynamical systems
probabilistic model
prior information
hyperparameters
particle filter
markov chain
monte carlo tree search
search space
simulated annealing
parameter estimation
posterior probability