Stochastic algorithm for estimation of the model's unknown parameters via Bayesian inference.
Mieczyslaw BorysiewiczAnna Wawrzynczak-SzabanPiotr KopkaPublished in: FedCSIS (2012)
Keyphrases
- bayesian inference
- probabilistic model
- prior information
- bayesian model
- estimation algorithm
- variational inference
- objective function
- expectation maximization
- em algorithm
- parameter estimation
- prior knowledge
- dynamic programming
- closed form
- optimal solution
- bayesian framework
- inference process
- learning algorithm
- search space
- probability distribution
- posterior probability
- monte carlo
- gibbs sampler
- levenberg marquardt
- variational bayes
- expectation propagation
- probabilistic modeling
- hyperparameters
- gibbs sampling
- log likelihood
- markov chain monte carlo
- k means
- maximum likelihood
- least squares