Sequential Monte Carlo for Graphical Models
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 27 (NIPS 2014), 2014.
We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a monotonically increasing sequence of probability spaces. By targeting these auxiliary distributions us...More
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