Multivariate initial sequence estimators in Markov chain Monte Carlo.
Ning DaiGalin L. JonesPublished in: J. Multivar. Anal. (2017)
Keyphrases
- markov chain monte carlo
- markov chain
- posterior distribution
- generative model
- parameter estimation
- bayesian inference
- markov chain monte carlo sampling
- monte carlo
- posterior probability
- particle filter
- data association
- simulated annealing
- particle filtering
- approximate inference
- genetic algorithm
- latent variables
- motion estimation