Optimization of Annealed Importance Sampling Hyperparameters.
Shirin GoshtasbpourFernando Perez-CruzPublished in: CoRR (2022)
Keyphrases
- importance sampling
- hyperparameters
- posterior distribution
- monte carlo
- model selection
- cross validation
- particle filter
- markov chain
- kalman filter
- random sampling
- gaussian process
- bayesian inference
- prior information
- support vector
- markov chain monte carlo
- closed form
- approximate inference
- bayesian framework
- noise level
- maximum likelihood
- em algorithm
- particle filtering
- maximum a posteriori
- incremental learning
- sample size
- incomplete data
- parameter space
- parameter settings
- latent variables
- error rate
- clustering algorithm
- genetic algorithm
- object tracking
- feature selection