A Unified Particle-Optimization Framework for Scalable Bayesian Sampling.

Changyou Chen Ruiyi Zhang Wenlin Wang Bai Li Liqun Chen

Published in: CoRR (2018)

Keyphrases

lightweight
theoretical framework
optimization scheme
optimization problems
main contribution
monte carlo
bayesian framework
posterior probability
real time
data streams
data driven
sample size
optimization process
bayesian formulation
sequential monte carlo