JOURNAL ARTICLE

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

Isambi Sailon MbalawataSimo SärkkäMatti ViholaHeikki Haario

Year: 2014 Journal:   Computational Statistics & Data Analysis Vol: 83 Pages: 101-115   Publisher: Elsevier BV
Keywords:
Markov chain Monte Carlo Algorithm Metropolis–Hastings algorithm Kalman filter Bayesian probability Computer science Covariance Extended Kalman filter Ensemble Kalman filter Convergence (economics) Mathematical optimization Mathematics Artificial intelligence Statistics

Metrics

52
Cited By
4.85
FWCI (Field Weighted Citation Impact)
50
Refs
0.95
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Markov Chains and Monte Carlo Methods
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability

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