Langevin Diffusion for Population Based Sampling with an Application in Bayesian Inference for Pharmacodynamics.
Georgios ArampatzisDaniel WälchliPanagiotis AngelikopoulosStephen WuPanagiotis E. HadjidoukasPetros KoumoutsakosPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- bayesian inference
- gibbs sampler
- markov chain monte carlo
- prior information
- probabilistic model
- variational inference
- bayesian model
- anisotropic diffusion
- variational bayes
- probabilistic modeling
- statistical inference
- random sampling
- weighted model counting
- particle swarm optimization
- hierarchical bayesian
- hyperparameters
- prior distribution
- sample size
- particle filter
- monte carlo
- simulated annealing
- sampling methods
- partial differential equations
- bayesian models
- markov random field