A Differential Evaluation Markov Chain Monte Carlo algorithm for Bayesian Model Updating.
M. SherriIlyes BoulkaibetTshilidzi MarwalaMichael I. FriswellPublished in: CoRR (2017)
Keyphrases
- bayesian model
- markov chain monte carlo
- posterior distribution
- bayesian inference
- worst case
- dynamic programming
- training data
- sampling algorithm
- posterior probability
- bayesian framework
- monte carlo
- generative model
- expectation maximization
- search space
- learning algorithm
- parameter estimation
- particle filter
- higher order