Transdimensional sequential Monte Carlo using variational Bayes - SMCVB.
Clare A. McGroryAnthony N. PettittD. M. TitteringtonClair L. AlstonMatt KellyPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- sequential monte carlo
- variational bayes
- posterior distribution
- latent variables
- hyperparameters
- bayesian inference
- probability distribution
- particle filter
- bayesian framework
- free energy
- parameter estimation
- posterior probability
- gaussian mixture model
- visual tracking
- model selection
- maximum a posteriori
- latent dirichlet allocation
- cross validation
- particle filtering
- random sampling
- markov chain monte carlo
- closed form
- object tracking
- exponential family
- generative model
- probabilistic model
- expectation maximization
- gaussian distribution
- maximum likelihood
- feature space
- pairwise
- prior knowledge
- approximate inference
- state space
- markov random field
- graphical models
- belief propagation
- em algorithm
- random variables
- monte carlo
- prior information
- bayesian networks