Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference.
Zhize LiTianyi ZhangShuyu ChengJun ZhuJian LiPublished in: Mach. Learn. (2019)
Keyphrases
- bayesian inference
- variance reduction
- monte carlo
- particle filter
- importance sampling
- probabilistic model
- quasi monte carlo
- hyperparameters
- prior information
- markov chain
- markov chain monte carlo
- particle filtering
- object tracking
- posterior distribution
- hidden variables
- probability density function
- kalman filter
- state space