Localization for MCMC: sampling high-dimensional posterior distributions with local structure.
Matthias MorzfeldXin T. TongYoussef M. MarzoukPublished in: J. Comput. Phys. (2019)
Keyphrases
- posterior distribution
- markov chain monte carlo
- metropolis hastings
- high dimensional
- parameter estimation
- probability distribution
- maximum a posteriori
- latent variables
- importance sampling
- bayesian framework
- monte carlo
- sampling algorithm
- markov chain
- posterior probability
- generative model
- bayesian inference
- sample size
- variational inference
- random sampling
- gaussian distribution
- parameter space
- high dimensional data
- undirected graphical models
- image processing
- bayesian networks
- proposal distribution
- text mining
- approximate inference
- feature space
- machine learning
- image reconstruction
- upper bound
- markov random field
- dimensionality reduction