Accelerating Markov Chain Monte Carlo with Active Subspaces.
Paul G. ConstantineCarson KentTan Bui-ThanhPublished in: SIAM J. Sci. Comput. (2016)
Keyphrases
- markov chain monte carlo
- parameter estimation
- generative model
- markov chain
- posterior distribution
- bayesian inference
- particle filter
- markov chain monte carlo sampling
- posterior probability
- monte carlo
- approximate inference
- particle filtering
- high dimensional data
- simulated annealing
- principal component analysis
- bayesian framework
- latent variables
- machine learning
- data association
- feature space
- active learning
- maximum likelihood
- probability distribution
- state space
- genetic algorithm
- graphical models