Mini-batch Metropolis-Hastings MCMC with Reversible SGLD Proposal.
Tung-Yu WuY. X. Rachel WangWing H. WongPublished in: CoRR (2019)
Keyphrases
- metropolis hastings
- markov chain monte carlo
- posterior distribution
- sampling algorithm
- markov chain
- particle filtering
- parameter estimation
- probability distribution
- variational inference
- variational approximation
- bayesian framework
- latent variables
- bayesian inference
- approximate inference
- em algorithm
- particle filter
- higher order
- least squares