Variance Reduction in Black-box Variational Inference by Adaptive Importance Sampling.
Ximing LiChangchun LiJinjin ChiJihong OuyangPublished in: IJCAI (2018)
Keyphrases
- black box
- importance sampling
- variance reduction
- monte carlo
- posterior distribution
- approximate inference
- markov chain
- kalman filter
- particle filter
- particle filtering
- markov chain monte carlo
- closed form
- bayesian inference
- probability distribution
- sample size
- graphical models
- gaussian process
- bayesian framework
- visual tracking
- computer vision
- mixture model
- distributed systems
- bayesian networks