Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions.
Dean S. OliverPublished in: SIAM/ASA J. Uncertain. Quantification (2017)
Keyphrases
- maximum likelihood
- gaussian distribution
- exponential family
- parameter estimation
- em algorithm
- random sampling
- expectation maximization
- likelihood function
- sample size
- random samples
- improved algorithm
- maximum a posteriori
- mixture model
- multi modal
- active learning
- density estimation
- data sets
- probability distribution