Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference.

Published in: Technometrics (2008)

Keyphrases

bayesian inference
markov chain monte carlo
stochastic simulation
belief networks
probabilistic model
prior information
hyperparameters
variational bayes
gibbs sampling
gibbs sampler
particle filter
posterior distribution
graphical models
markov networks
hidden variables
expectation propagation