Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse.

Tahir Ekin Nicholas G. Polson Refik Soyer

Published in: Decis. Anal. (2014)

Keyphrases

markov chain monte carlo
markov chain
posterior distribution
parameter estimation
generative model
markov chain monte carlo sampling
posterior probability
bayesian inference
particle filter
approximate inference
monte carlo
kalman filter
latent variables
message passing