Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals.

Minh-Ngoc Tran Michael K. Pitt Robert Kohn

Published in: Stat. Comput. (2016)

Keyphrases

metropolis hastings
sampling algorithm
posterior distribution
markov chain monte carlo
particle filtering
gaussian distribution
expectation maximization
mixture model
random sampling
probability distribution
markov chain
image sequences
posterior probability