Bayesian Conditional Density Filtering
نویسندگان
چکیده
منابع مشابه
Bayesian Conditional Density Filtering
We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by propagating surrogate conditional sufficient statistics (a function of data and parameter estimates) as new data arrive. These quantities eliminate the need to store o...
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We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts Gibbs sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by tracking of surrogate conditional sufficient statistics as new data arrive. This tracking eliminates the need to store or process the entire data set simultaneously. ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2018
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2017.1422431