Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions.
Marelys Crespo NavasSébastien GadatXavier GendrePublished in: CoRR (2023)
Keyphrases
- monte carlo
- posterior distribution
- markov chain monte carlo
- latent variables
- probability distribution
- importance sampling
- monte carlo method
- parameter estimation
- markov chain
- bayesian framework
- bayesian learning
- point processes
- posterior probability
- metropolis hastings
- monte carlo simulation
- stochastic approximation
- markov chain monte carlo methods
- monte carlo methods
- hyperparameters
- monte carlo tree search
- maximum a posteriori
- particle filter
- particle filtering
- gaussian distribution
- upper bound
- bayesian inference
- incremental learning
- generative model
- model selection
- higher order
- probabilistic model