Variational Bayesian strategies for high-dimensional, stochastic design problems.

Phaedon-Stelios Koutsourelakis

Published in: J. Comput. Phys. (2016)

Keyphrases

variational bayesian
high dimensional
matrix factorization
exponential family
factor analysis
incomplete data
expectation maximization
dirichlet process
dimensionality reduction
low dimensional
reinforcement learning
data points
em algorithm
high dimensional data
parameter space
density estimation