Fast post-process Bayesian inference with Sparse Variational Bayesian Monte Carlo.

Chengkun Li Grégoire Clarté Luigi Acerbi

Published in: CoRR (2023)

Keyphrases

monte carlo
bayesian inference
particle filter
variational inference
variational bayesian
probabilistic model
markov chain
markov chain monte carlo
prior information
matrix factorization
hyperparameters
hidden variables