Coupling control variates for Markov chain Monte Carlo.

Jonathan B. Goodman Kevin K. Lin

Published in: J. Comput. Phys. (2009)

Keyphrases

markov chain monte carlo
markov chain
parameter estimation
generative model
posterior probability
markov chain monte carlo sampling
bayesian inference
approximate inference
posterior distribution
genetic algorithm
pairwise
hidden markov models
particle filter
monte carlo
data association