Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution.
S. R. WhiteTheodore KypraiosS. P. PrestonPublished in: Stat. Comput. (2015)
Keyphrases
- posterior distribution
- markov models
- bayesian model
- markov chain monte carlo
- gibbs sampler
- variational inference
- expectation propagation
- markov model
- probability distribution
- latent variables
- hyperparameters
- prior distribution
- maximum entropy
- hidden markov models
- bayesian inference
- bayesian estimation
- higher order
- posterior probability
- bayesian framework
- parameter estimation
- markov chain monte carlo methods
- maximum a posteriori
- conditional random fields
- model selection
- support vector
- expectation maximization
- bayesian networks
- gaussian distribution
- maximum likelihood
- hidden variables
- topic models