Sandwiching the marginal likelihood using bidirectional Monte Carlo.
Roger B. GrosseZoubin GhahramaniRyan P. AdamsPublished in: CoRR (2015)
Keyphrases
- monte carlo
- marginal likelihood
- model selection
- information criterion
- gaussian process
- closed form
- hyperparameters
- exponential family
- markov chain
- cross validation
- particle filter
- approximate inference
- bayesian information criterion
- markov chain monte carlo
- monte carlo tree search
- regression model
- statistical models
- generative model
- em algorithm
- expectation propagation
- prior knowledge