The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC.
Matias QuirozMinh-Ngoc TranMattias VillaniRobert KohnKhue-Dung DangPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- importance sampling
- monte carlo
- markov chain
- maximum likelihood
- least squares
- unbiased estimator
- markov chain monte carlo
- closed form
- posterior distribution
- data association
- error estimation
- exact computation
- variance estimator
- poisson process
- maximum a posteriori
- kalman filter
- image coding
- multistage
- non stationary
- generative model
- negative binomial
- image sequences