On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference.
Zixi HuZhewei YaoJinglai LiPublished in: J. Comput. Phys. (2017)
Keyphrases
- bayesian inference
- probabilistic model
- infinite dimensional
- prior information
- dynamic programming
- learning algorithm
- computationally efficient
- matching algorithm
- optimal solution
- markov chain monte carlo
- machine learning
- graphical models
- search space
- expectation maximization
- statistical analysis
- distance transform
- similarity measure