Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference.
Yifei WangPeng ChenWuchen LiPublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- bayesian inference
- high dimensional
- probabilistic model
- prior information
- hyperparameters
- bayesian model
- cost function
- low dimensional
- statistical inference
- pointwise
- variational inference
- variational bayes
- hierarchical bayesian
- objective function
- weighted model counting
- hidden variables
- high dimensional data
- dimensionality reduction
- mumford shah functional
- feature space
- parameter space
- prior distribution
- probabilistic modeling
- particle filter
- bayesian models
- gibbs sampler
- decision trees
- markov chain
- reinforcement learning