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Stochastic Gradient Annealed Importance Sampling for Efficient Online Marginal Likelihood Estimation †
We consider estimating the marginal likelihood in settings with independent and identically distributed (i.i.d.) data. We propose estimating the predictive distributions in a sequential factorization of the marginal likelihood in such settings by using stochastic gradient Markov Chain Monte Carlo te...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514453/ http://dx.doi.org/10.3390/e21111109 |