Rao-Blackwellized particle mcmc for parameter estimation in spatio-temporal Gaussian processes.
Roland HostettlerSimo SärkkäSimon J. GodsillPublished in: MLSP (2017)
Keyphrases
- parameter estimation
- gaussian processes
- markov chain monte carlo
- posterior distribution
- gaussian process
- model selection
- hyperparameters
- metropolis hastings algorithm
- approximate inference
- maximum likelihood
- em algorithm
- least squares
- gaussian process regression
- markov random field
- random fields
- multi task learning
- image sequences
- expectation maximization
- moving objects
- parameter values
- markov chain
- multi task
- parameter estimation algorithm
- feature selection
- structure learning
- bayesian inference
- image reconstruction
- cross validation
- regression model
- generative model
- data mining
- maximum a posteriori
- variational inference
- image segmentation