Markov chain Monte Carlo Roadmap: — Monte Carlo basics — What is MCMC? — Gibbs and Metropolis–Hastings

Source URL: homepages.inf.ed.ac.uk

Bayesian generalised ensemble Markov chain Monte Carlo Jes Frellsen University of Cambridge Ole Winther

Source URL: mlg.eng.cam.ac.uk

Appendix Model Consider the following unobserved-component model of real exchange rate (qt ) which consists of a stationary component (xt ) and a random walk component (yt ).

Source URL: www.ssc.wisc.edu

• Graph theory
• Markov chain

Transition State Clustering: Unsupervised Surgical Trajectory Segmentation For Robot Learning The International Journal of Robotics Research

Source URL: goldberg.berkeley.edu

• Markov models
• Estimation theory
• Cluster analysis
• Machine learning
• Mixture model
• Image segmentation
• Hidden Markov model
• Expectationmaximization algorithm
• Markov chain
• K-means clustering
• Time series

EigenSense: Saving User Effort with Active Metric Learning Eli T Brown Remco Chang

Source URL: poloclub.gatech.edu

• Machine learning
• Multivariate statistics
• K-nearest neighbors algorithm
• Active learning
• Eigenvalues and eigenvectors
• Cluster analysis
• Large margin nearest neighbor
• Recommender system
• K-means clustering
• Support vector machine
• Markov chain
• Multidimensional scaling

Monte Carlo Bayes Work Group Discussion of the article Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions By SP Brooks, P Giudici, GO Roberts (J Arbel)

Source URL: www.crest.fr

Course Description: Bayesian methodology and (Markov chain) Monte Carlo simulation for financial applications 3 ECTS Professor Antonietta Mira

Source URL: www.istfin.eco.usi.ch

• Statistics
• Statistical theory
• Monte Carlo methods
• Markov models
• Markov chain Monte Carlo
• Computational statistics
• Statistical mechanics
• Bayesian network
• Bayesian inference
• Approximate Bayesian computation
• Bayesian statistics
• MetropolisHastings algorithm

Vida: How to use Bayesian inference to de-anonymize persistent communications George Danezis1 and Carmela Troncoso2 1 2

Source URL: www0.cs.ucl.ac.uk

• Statistics
• Statistical theory
• Probability
• Probability distributions
• Statistical inference
• IP
• Bayesian inference
• Gibbs sampling
• Markov chain
• Binomial distribution
• Bayesian network

Applications of information–theoretic tests for analysis of DNA sequences based on Markov chain models N. Usotskaya Novosibirsk State University Novosibirsk

Source URL: boris.ryabko.net

Markov chain approximations to non-symmetric diffusions with bounded coefficients Takashi Kumagai Kyoto University We consider a certain class of non-symmetric Markov chains and obtain heat kernel bounds and parabolic Ha

Source URL: icsaa.iam.uni-bonn.de