Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget.
Anoop Korattikara BalanYutian ChenMax WellingPublished in: ICML (2014)
Keyphrases
- metropolis hastings
- markov chain monte carlo
- posterior distribution
- sampling algorithm
- particle filtering
- parameter estimation
- monte carlo
- generative model
- importance sampling
- approximate inference
- variational approximation
- posterior probability
- random sampling
- particle filter
- probability distribution
- simulated annealing
- hyperparameters
- gaussian distribution
- support vector
- latent variables
- markov chain
- exponential family
- visual tracking