Efficient nonparametric importance sampling for Bayesian learning

Proceedings of the International Joint Conference on Neural Networks

Volumn 3, Issue , 2002, Pages 2498-2502

  Zlochin, Mark ^a   Baram, Yoram ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Adaptive importance sampling; Annealed importance sampling; Nonparametric importance sampling

Indexed keywords

ADAPTIVE ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; SAMPLING; SIMULATED ANNEALING;

ADAPTIVE IMPORTANCE SAMPLING; ANNEALED IMPORTANCE SAMPLING; BAYESIAN LEARNING; NONPARAMETRIC IMPORTANCE SAMPLING;

LEARNING SYSTEMS;

EID: 0036088068     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)

1. Hybrid Monte Carlo
2. Stochastic relaxation, Gibbs distributions and the Bayesian restoration of images
3. Bayesian inference in econometric models using monte carlo integration
4. Local adaptive importance sampling for multivariate densities with strong nonlinear relationships
5. Optimization by simulated annealing
6. Adaptive importance sampling on discrete markov chains
7. Equation of state calculations by fast computing machines
8. Annealed importance sampling
9. Adaptive importance sampling for estimation and structured domains
10. Approximating posterior distributions by mixtures
11. Mixture models, monte carlo, bayesian updating and dynamic models
12. Nonparametric importance sampling