Randomised maximum likelihood based posterior sampling.
Yuming BaJana de WiljesDean S. OliverSebastian ReichPublished in: CoRR (2021)
Keyphrases
- maximum likelihood
- markov chain monte carlo
- parameter estimation
- metropolis hastings
- likelihood function
- posterior distribution
- em algorithm
- maximum a posteriori
- posterior probability
- hyperparameters
- sampling algorithm
- random sampling
- gaussian mixture model
- gaussian distribution
- expectation maximization
- monte carlo
- proposal distribution
- importance sampling
- markov chain
- probability distribution
- model selection
- additive noise
- maximum likelihood estimation
- sampling methods
- search procedure
- sampling strategies
- log likelihood function
- bayesian framework