Towards scaling up Markov chain Monte Carlo: an adaptive subsampling approach.
Rémi BardenetArnaud DoucetChristopher C. HolmesPublished in: ICML (2014)
Keyphrases
- markov chain monte carlo
- markov chain
- parameter estimation
- generative model
- posterior distribution
- monte carlo
- markov chain monte carlo sampling
- bayesian inference
- posterior probability
- approximate inference
- particle filter
- simulated annealing
- data association
- random variables
- latent variables
- machine learning
- higher order
- least squares
- probabilistic model