Fast MCMC sampling for Markov jump processes and extensions.
Vinayak A. RaoYee Whye TehPublished in: J. Mach. Learn. Res. (2013)
Keyphrases
- markov chain
- markov chain monte carlo
- monte carlo
- importance sampling
- markov model
- state space
- sampling algorithm
- markov processes
- gibbs sampler
- markov process
- markov chain monte carlo sampling
- metropolis hastings
- bayesian inference
- generative model
- genetic algorithm
- sampling methods
- gibbs sampling
- efficient implementation
- conditional independence
- process model