Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

Mathematics

• Approximation 6%
• Approximation Methods 11%
• Computational Efficiency 12%
• Diffusion Process 45%
• Double-well Potential 16%
• Gaussian Process 11%
• Hybrid Monte Carlo 38%
• Independence 10%
• Linear Diffusion 15%
• Linear Process 14%
• Markov Chain Monte Carlo 85%
• Markov Chain Monte Carlo Algorithms 14%
• Nonlinear Diffusion 94%
• Nonlinear Process 15%
• Observation 7%
• Path 16%
• Path Sampling 18%
• Posterior distribution 23%
• Random walk 10%
• Smoothing 76%
• Strategy 8%
• Variational Approximation 33%

Business & Economics

• Approximation 39%
• Diffusion Process 76%
• Finite Sample 12%
• Gaussian Process 16%
• Hybrid Algorithm 17%
• Markov Chain Monte Carlo 100%
• Posterior Distribution 30%
• Random Walk 12%
• Sampling 49%
• Smoothing 90%