Quantitative convergence assessment for Markov chain Monte Carlo via cusums.
Stephen P. BrooksPublished in: Stat. Comput. (1998)
Keyphrases
- markov chain monte carlo
- cumulative sum
- generative model
- markov chain
- posterior distribution
- parameter estimation
- bayesian inference
- posterior probability
- monte carlo
- markov chain monte carlo sampling
- particle filter
- approximate inference
- particle filtering
- anomaly detection
- simulated annealing
- data association
- message passing
- probability distribution
- em algorithm
- probabilistic model
- evolutionary algorithm