Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm.
Randal DoucAlain DurmusAurélien EnfroyJimmy OlssonPublished in: CoRR (2022)
Keyphrases
- markov chain monte carlo
- sampling algorithm
- monte carlo
- expectation maximization
- parameter estimation
- learning algorithm
- dynamic programming
- probabilistic model
- markov chain
- generative model
- closed form
- posterior distribution
- reversible jump markov chain monte carlo
- gibbs sampling
- bayesian inference
- bayesian framework
- maximum likelihood
- optical flow
- prior knowledge
- k means