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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...

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Detalles Bibliográficos
Autores principales:	Cameron, Scott A., Eggers, Hans C., Kroon, Steve
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2019
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514453/ http://dx.doi.org/10.3390/e21111109

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