Gradient-based Adaptive Markov Chain Monte Carlo.
Michalis K. TitsiasPetros DellaportasPublished in: NeurIPS (2019)
Keyphrases
- markov chain monte carlo
- markov chain
- parameter estimation
- generative model
- markov chain monte carlo sampling
- posterior probability
- posterior distribution
- monte carlo
- bayesian inference
- particle filter
- approximate inference
- data association
- latent variables
- particle filtering
- optical flow
- closed form
- hidden markov models