Regenerative Markov Chain Monte Carlo for Any Distribution.
Do Le Paul MinhDavid D. L. MinhAndrew L. NguyenPublished in: Commun. Stat. Simul. Comput. (2012)
Keyphrases
- markov chain monte carlo
- markov chain
- posterior distribution
- parameter estimation
- generative model
- importance sampling
- bayesian inference
- markov chain monte carlo sampling
- posterior probability
- monte carlo
- probability distribution
- approximate inference
- state space
- particle filter
- machine learning
- markov random field
- simulated annealing
- probability density function
- bayesian framework
- data association
- particle filtering
- probabilistic model