A kernel mixing strategy for use in adaptive Markov chain Monte Carlo and stochastic optimization contexts.
Graham WestZachariah SinkalaJohn F. WallinPublished in: Frontiers Appl. Math. Stat. (2022)
Keyphrases
- stochastic optimization
- markov chain monte carlo
- multistage
- generative model
- posterior distribution
- markov chain
- parameter estimation
- monte carlo
- bayesian inference
- particle filter
- approximate inference
- kernel function
- kernel methods
- posterior probability
- probability distribution
- learning algorithm
- training set
- robust optimization
- belief propagation
- latent variables
- particle filtering
- simulated annealing
- feature space