On Subspace Approximation and Subset Selection in Fewer Passes by MCMC Sampling.
Amit DeshpandeRameshwar PratapPublished in: CoRR (2021)
Keyphrases
- subset selection
- markov chain monte carlo
- monte carlo
- importance sampling
- feature selection
- markov chain
- sampling algorithm
- metropolis hastings
- markov chain monte carlo sampling
- posterior distribution
- uniform sampling
- hill climbing
- bayesian inference
- orthogonal matching pursuit
- feature extraction
- principal component analysis
- parameter estimation
- generative model
- simulated annealing
- feature space
- random sampling
- high dimensional data
- data association
- sample size
- expectation propagation
- high dimensional
- posterior probability
- approximate inference
- particle filter
- probabilistic model
- special case
- metropolis hastings algorithm