Sequential MCMC With The Discrete Bouncy Particle Sampler.
Soumyasundar PalMark CoatesPublished in: SSP (2018)
Keyphrases
- markov chain monte carlo
- monte carlo
- markov chain
- posterior distribution
- monte carlo method
- reversible jump markov chain monte carlo
- generative model
- bayesian inference
- posterior probability
- parameter estimation
- gibbs sampler
- particle filter
- metropolis hastings
- sampling algorithm
- sequential monte carlo
- proposal distribution
- importance sampling
- state space
- discrete space
- approximate inference
- finite number
- bayesian framework
- hyperparameters
- latent variables
- discrete geometry
- graph cuts
- expectation maximization
- maximum likelihood
- bayesian networks