Dynamics of a Bayesian Hyperparameter in a Markov Chain.
Martin BiehlRyota KanaiPublished in: IWAI (2020)
Keyphrases
- markov chain
- gaussian processes
- steady state
- finite state
- markov chain monte carlo
- markov process
- transition probabilities
- markov model
- random walk
- monte carlo
- monte carlo method
- stationary distribution
- stochastic process
- state space
- monte carlo simulation
- bayesian networks
- transition matrix
- posterior distribution
- gaussian process
- bayesian learning
- posterior probability
- model selection
- prior knowledge
- hyperparameters
- probability distribution