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Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter.

Isambi S. MbalawataSimo SärkkäMatti ViholaHeikki Haario
Published in: Comput. Stat. Data Anal. (2015)
Keyphrases
  • learning algorithm
  • dynamic programming
  • k means
  • simulated annealing
  • expectation maximization
  • probabilistic model
  • bayesian networks
  • prior information
  • density function
  • sampling algorithm
  • variational bayesian