Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo.
Yves F. AtchadéGareth O. RobertsJeffrey S. RosenthalPublished in: Stat. Comput. (2011)
Keyphrases
- markov chain monte carlo
- posterior distribution
- markov chain
- parameter estimation
- generative model
- approximate inference
- bayesian inference
- posterior probability
- monte carlo
- dynamic programming
- graphical models
- simulated annealing
- data association
- worst case
- markov chain monte carlo sampling
- latent variables
- least squares
- maximum likelihood
- closed form
- probabilistic model
- optimal solution