Ensemble Markov Chain Monte Carlo with Teleporting Walkers.
Michael LindseyJonathan WeareAnna ZhangPublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- markov chain monte carlo
- markov chain
- generative model
- parameter estimation
- monte carlo
- bayesian inference
- posterior distribution
- posterior probability
- particle filter
- markov chain monte carlo sampling
- approximate inference
- neural network
- training set
- particle filtering
- data association
- training data
- probabilistic model
- feature selection
- learning algorithm
- graphical models
- simulated annealing
- prior information
- hyperparameters