A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces.
Cajo J. F. ter BraakPublished in: Stat. Comput. (2006)
Keyphrases
- differential evolution
- markov chain monte carlo
- genetic algorithm
- parameter space
- posterior distribution
- evolutionary algorithm
- mutation operator
- real coded
- bayesian inference
- parameter estimation
- posterior probability
- simulated annealing
- differential evolution algorithm
- markov chain
- optimization algorithm
- particle swarm optimization
- generative model
- hyperparameters
- crossover operator
- monte carlo
- multi objective
- parameter optimization
- high dimensional
- initial population
- parameter values
- fitness function
- particle filter
- approximate inference
- bayesian framework
- genetic algorithm ga
- neural network
- latent variables
- probability distribution
- artificial neural networks
- bayesian networks
- population size
- maximum likelihood
- data association
- maximum a posteriori
- tabu search