Ensemble Kalman Sampler: Mean-field Limit and Convergence Analysis.
Zhiyan DingQin LiPublished in: SIAM J. Math. Anal. (2021)
Keyphrases
- convergence analysis
- markov chain monte carlo
- posterior distribution
- global convergence
- monte carlo
- markov random field
- markov chain
- neural network
- optimality conditions
- markov networks
- em algorithm
- approximation methods
- parameter estimation
- learning algorithm
- bayesian inference
- fixed point
- convergence speed
- convergence rate
- probability distribution
- latent variables
- hyperparameters
- model selection
- search algorithm
- machine learning