Markov chain Monte Carlo over Model Structures

نویسندگان

  • Nicos Angelopoulos
  • James Cussens
چکیده

Introduction MCMCMS implements a generic framework for constructing Markov chains. It can be used to perform statistical machine learning in a Bayesian framework. It presents a modular, high level approach to performing MCMC simulations over statistical models that can explain observed data [1]. The two main benefits of MCMCMS are its prior-centric construction of the chain, that does away with the need for an explicit proposal, and the fact that complex, crisp and probabilistic, information can be encoded in the prior by use of a high level language. MCMCMS priors can be encoded as SLPs (Stochastic logic programs, [4]) or as DLPs (Distributional). DLPs extend SLPs by allowing on-the-fly computations of the probabilistic labels.

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تاریخ انتشار 2011