Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models.
Umberto PicchiniAdeline SamsonPublished in: Comput. Stat. (2018)
Keyphrases
- state space
- bayesian models
- bayesian networks
- statistical models
- probabilistic model
- maximum likelihood
- bayesian framework
- linear gaussian
- efficient computation
- posterior distribution
- bayesian inference
- monte carlo
- parameter learning
- markov chain monte carlo
- structured prediction
- boltzmann machines
- posterior probability
- linear model
- random fields
- complex systems
- graphical models
- dynamic programming
- search space
- reinforcement learning