Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models.
Daniel W. HeckAntony M. OverstallQuentin F. GronauEric-Jan WagenmakersPublished in: Stat. Comput. (2019)
Keyphrases
- markov models
- markov chain monte carlo
- markov model
- markov chain
- higher order
- maximum entropy
- generative model
- parameter estimation
- approximate inference
- hidden markov models
- posterior distribution
- conditional random fields
- monte carlo
- bayesian inference
- particle filter
- posterior probability
- particle filtering
- graphical models
- state space
- data association
- simulated annealing
- bayesian networks
- latent variables
- gaussian distribution
- active learning
- lower bound