ABC | Approximate Bayesian Computation |
EP | Expectation Propagation |
MALA | Monte Carlo Adjusted Langevin Algorithm |
MCMC | Markov Chain Monte Carlo |
MLE | Maximum Likelihood Estimator |
PAC | Probably Approximately Correct |
VaR | Value at Risk |
ABC | Approximate Bayesian Computation |
EP | Expectation Propagation |
MALA | Monte Carlo Adjusted Langevin Algorithm |
MCMC | Markov Chain Monte Carlo |
MLE | Maximum Likelihood Estimator |
PAC | Probably Approximately Correct |
VaR | Value at Risk |