Pseudo-Marginal Approximation to the Free Energy in a Micro-Macro Markov Chain Monte Carlo Method.
Hannes VandecasteeleGiovanni SamaeyPublished in: CoRR (2023)
Keyphrases
- monte carlo method
- free energy
- posterior distribution
- markov chain
- probability distribution
- bayesian learning
- monte carlo
- belief propagation
- latent variables
- parameter estimation
- bayesian framework
- upper bound
- state space
- posterior probability
- approximate inference
- markov chain monte carlo
- random variables
- graphical models
- hyperparameters
- marginal distributions
- genetic algorithm
- gaussian distribution
- probabilistic model
- gaussian process
- pairwise