tfp.mcmc: Modern Markov Chain Monte Carlo Tools Built for Modern Hardware.
Junpeng LaoChristopher SuterIan LangmoreCyril ChimisovAshish SaxenaPavel SountsovDave MooreRif A. SaurousMatthew D. HoffmanJoshua V. DillonPublished in: CoRR (2020)
Keyphrases
- markov chain monte carlo
- markov chain
- parameter estimation
- posterior distribution
- monte carlo
- bayesian inference
- generative model
- posterior probability
- particle filter
- sampling algorithm
- gibbs sampling
- importance sampling
- approximate inference
- reversible jump markov chain monte carlo
- particle filtering
- markov chain monte carlo sampling
- data association
- simulated annealing
- dirichlet process
- bayesian networks
- probabilistic inference
- state space
- evolutionary algorithm