Minimizing variable selection criteria by Markov chain Monte Carlo.
Yen-Shiu ChinTing-Li ChenPublished in: Comput. Stat. (2016)
Keyphrases
- variable selection
- markov chain monte carlo
- parameter estimation
- generative model
- model selection
- cross validation
- markov chain
- posterior distribution
- high dimensional
- monte carlo
- bayesian inference
- approximate inference
- posterior probability
- particle filter
- particle filtering
- dimension reduction
- support vector
- data association
- image segmentation
- high dimensional data
- maximum likelihood
- simulated annealing
- probabilistic model
- prior knowledge
- reinforcement learning
- unsupervised learning
- belief propagation
- data mining
- em algorithm
- bayesian networks
- markov random field
- dynamic programming