Iterative Markov Chain Monte Carlo Computation of Reference Priors and Minimax Risk
John D. LaffertyLarry A. WassermanPublished in: CoRR (2013)
Keyphrases
- markov chain monte carlo
- posterior distribution
- exact computation
- markov chain
- dirichlet process
- generative model
- parameter estimation
- monte carlo
- posterior probability
- bayesian framework
- bayesian inference
- markov chain monte carlo sampling
- metropolis hastings algorithm
- particle filter
- approximate inference
- machine learning
- maximum a posteriori
- prior information
- latent variables
- maximum likelihood
- probability distribution
- incremental learning
- simulated annealing
- search space