Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors.
Qian QinJames P. HobertPublished in: J. Multivar. Anal. (2018)
Keyphrases
- monte carlo
- markov chain
- multivariate linear regression
- monte carlo simulation
- monte carlo methods
- steady state
- finite state
- monte carlo method
- markov chain monte carlo
- transition probabilities
- importance sampling
- monte carlo tree search
- random walk
- probabilistic automata
- stationary distribution
- state space
- transition matrix
- markov processes
- temporal difference
- game tree
- confidence intervals
- adaptive sampling
- machine learning
- markovian decision
- non stationary
- search algorithm