Proximal nested sampling for high-dimensional Bayesian model selection.
Xiaohao CaiJason D. McEwenMarcelo PereyraPublished in: Stat. Comput. (2022)
Keyphrases
- high dimensional
- bayesian model selection
- posterior probability
- parameter space
- model selection
- data association
- em algorithm
- low dimensional
- markov chain monte carlo
- similarity search
- sample size
- dimensionality reduction
- random sampling
- monte carlo
- feature space
- parameter estimation
- high dimensional data
- data points
- probabilistic model
- bayesian networks