Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering.

Takamitsu Araki Kazushi Ikeda

Published in: Neural Networks (2013)

Keyphrases

markov chain monte carlo
bayesian inference
markov chain
parameter estimation
generative model
posterior distribution
machine learning
neural network
pairwise
maximum likelihood
particle filter
unsupervised learning
prior information
gaussian distribution