Decentralized Bayesian Learning with Metropolis-Adjusted Hamiltonian Monte Carlo.
Vyacheslav KungurtsevAdam D. CobbTara JavidiBrian JalaianPublished in: CoRR (2021)
Keyphrases
- monte carlo
- bayesian learning
- posterior distribution
- markov chain monte carlo
- model selection
- importance sampling
- monte carlo simulation
- probability distribution
- bayesian framework
- simulated annealing
- parameter estimation
- latent variables
- monte carlo method
- markovian decision
- markov chain
- maximum a posteriori
- hyperparameters
- particle filter
- matrix inversion
- upper bound
- probabilistic model
- probabilistic inference
- gaussian distribution
- expectation maximization
- higher order
- variance reduction
- feature space