Stochastic Gradient Richardson-Romberg Markov Chain Monte Carlo.
Alain DurmusUmut SimsekliEric MoulinesRoland BadeauGaël RichardPublished in: NIPS (2016)
Keyphrases
- stochastic gradient
- markov chain monte carlo
- markov chain
- importance sampling
- parameter estimation
- posterior distribution
- stochastic gradient descent
- monte carlo
- generative model
- bayesian inference
- posterior probability
- approximate inference
- particle filter
- bayesian framework
- least squares
- particle filtering
- simulated annealing
- data association
- belief propagation
- human motion
- image processing
- maximum likelihood
- graphical models
- higher order
- state space
- prior knowledge