Optimization of Annealed Importance Sampling Hyperparameters.
Shirin GoshtasbpourFernando Perez-CruzPublished in: ECML/PKDD (5) (2022)
Keyphrases
- importance sampling
- hyperparameters
- posterior distribution
- monte carlo
- model selection
- gaussian process
- bayesian inference
- cross validation
- approximate inference
- bayesian framework
- kalman filter
- particle filter
- markov chain monte carlo
- random sampling
- support vector
- prior information
- markov chain
- closed form
- em algorithm
- particle filtering
- maximum a posteriori
- sample size
- maximum likelihood
- incomplete data
- noise level
- incremental learning
- probability distribution
- latent variables
- missing values
- probabilistic model
- prior knowledge
- genetic algorithm