Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling.
Daniel B. RowePublished in: Monte Carlo Methods Appl. (2000)
Keyphrases
- gibbs sampling
- covariance matrices
- maximum likelihood
- parameter estimation
- covariance matrix
- em algorithm
- expectation maximization
- markov chain
- gaussian mixture model
- gaussian distribution
- topic models
- gaussian mixture
- approximate inference
- belief networks
- latent dirichlet allocation
- vector space
- markov chain monte carlo
- distance measure
- feature vectors
- mixture model
- machine learning
- pairwise
- objective function
- optical flow
- linear classifiers
- principal component analysis
- probability distribution