Multilevel Markov Chain Monte Carlo.
Tim J. DodwellChristian KetelsenRobert ScheichlAretha L. TeckentrupPublished in: SIAM Rev. (2019)
Keyphrases
- markov chain monte carlo
- generative model
- parameter estimation
- markov chain
- posterior distribution
- monte carlo
- posterior probability
- bayesian inference
- particle filter
- markov chain monte carlo sampling
- approximate inference
- simulated annealing
- particle filtering
- probability distribution
- image sequences
- genetic algorithm
- graphical models
- bayesian framework
- latent variables
- probabilistic model
- gaussian process
- optical flow