A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions.
Eugenia KoblentsJoaquín MíguezMarco A. RodríguezAlexandra M. SchmidtPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- monte carlo
- bayesian estimation
- monte carlo methods
- monte carlo simulation
- markov chain
- importance sampling
- adaptive sampling
- particle filter
- monte carlo tree search
- posterior distribution
- markovian decision
- parameter estimation
- parameter values
- probability distribution
- parameter settings
- hidden variables
- expectation maximization
- maximum likelihood
- optical flow
- parameter space
- image reconstruction
- random variables