Coordinate sampler: a non-reversible Gibbs-like MCMC sampler.
Changye WuChristian P. RobertPublished in: Stat. Comput. (2020)
Keyphrases
- markov chain monte carlo
- markov chain
- monte carlo
- reversible jump markov chain monte carlo
- metropolis hastings
- parameter estimation
- bayesian inference
- posterior distribution
- generative model
- sampling algorithm
- posterior probability
- importance sampling
- gibbs sampling
- particle filter
- approximate inference
- particle filtering
- gibbs sampler
- dirichlet process
- data association
- neural network
- simulated annealing
- probabilistic model
- bayesian framework
- visual tracking
- belief propagation
- closed form
- kalman filter
- probability distribution
- sequential monte carlo
- bayesian networks
- real time
- metropolis hastings algorithm