Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes.
Andrew GolightlyChris SherlockPublished in: Stat. Comput. (2022)
Keyphrases
- partially observed
- diffusion processes
- metropolis hastings
- diffusion process
- posterior distribution
- sampling algorithm
- particle filtering
- probability distribution
- denoising
- partial differential equations
- markov chain monte carlo
- information diffusion
- anisotropic diffusion
- nonlinear diffusion
- scale spaces
- diffusion equation
- particle filter
- image processing
- diffusion tensor
- structure tensor
- total variation
- random sampling
- random variables