Interacting Particle Markov Chain Monte Carlo.
Tom RainforthChristian A. NaessethFredrik LindstenBrooks PaigeJan-Willem van de MeentArnaud DoucetFrank D. WoodPublished in: ICML (2016)
Keyphrases
- markov chain monte carlo
- generative model
- parameter estimation
- markov chain
- posterior distribution
- bayesian inference
- posterior probability
- monte carlo
- markov chain monte carlo sampling
- approximate inference
- particle filter
- bayesian framework
- data association
- least squares
- probabilistic model
- em algorithm
- conditional random fields
- simulated annealing
- state space
- bayesian networks