Gibbs sampling approach for generation of truncated multivariate Gaussian random variables.
Jayesh H. KotechaPetar M. DjuricPublished in: ICASSP (1999)
Keyphrases
- random variables
- gibbs sampling
- multivariate gaussian
- graphical models
- approximate inference
- maximum likelihood estimation
- exact inference
- em algorithm
- probability distribution
- belief networks
- parameter estimation
- expectation maximization
- conditional probability distributions
- markov chain
- topic models
- latent variables
- bayesian networks
- covariance matrix
- conditional probabilities
- belief propagation
- latent dirichlet allocation
- probabilistic inference
- gaussian distribution
- joint distribution
- markov chain monte carlo
- conditional independence
- probabilistic model
- probabilistic graphical models
- maximum likelihood
- gaussian mixture model
- message passing
- conditional random fields
- generative model
- dynamic bayesian networks
- evolutionary algorithm
- image segmentation