Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition.
Song LiGeoffrey K. F. TsoLufan LongPublished in: Comput. Stat. Data Anal. (2017)
Keyphrases
- bayesian inference
- weighted average
- markov chain monte carlo
- gibbs sampler
- probabilistic model
- sampling algorithm
- prior information
- hyperparameters
- bayesian model
- gibbs sampling
- metropolis hastings
- statistical inference
- variational bayes
- hidden variables
- variational inference
- hierarchical bayesian
- weighted sum
- particle filter
- markov networks
- monte carlo
- variational approximation
- bayesian models
- co occurrence
- expectation propagation
- markov chain
- dynamic programming