Browsing Duke Faculty Scholarship by Duke-affiliated Author "West, Michael"

Now showing items 1-2 of 2

Adaptive Mixture Modeling Metropolis Methods for Bayesian Analysis of Nonlinear State-Space Models

West, Mike (AMER STATISTICAL ASSOC, 2010)

We describe a strategy for Markov chain Monte Carlo analysis of nonlinear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key ...
Bayesian Learning in Sparse Graphical Factor Models via Variational Mean-Field Annealing

West, Mike (MICROTOME PUBL, 2010)

We describe a class of sparse latent factor models, called graphical factor models (GFMs), and relevant sparse learning algorithms for posterior mode estimation. Linear, Gaussian GFMs have sparse, orthogonal factor loadings ...