Approximating Bayes in the 21st century

GM Martin, DT Frazier, CP Robert - Statistical Science, 2024 - projecteuclid.org
The 21st century has seen an enormous growth in the development and use of approximate
Bayesian methods. Such methods produce computational solutions to certain “intractable” …

Computing Bayes: Bayesian computation from 1763 to the 21st century

GM Martin, DT Frazier, CP Robert - arXiv preprint arXiv:2004.06425, 2020 - arxiv.org
The Bayesian statistical paradigm uses the language of probability to express uncertainty
about the phenomena that generate observed data. Probability distributions thus …

[图书][B] Hamiltonian Monte Carlo methods in machine learning

T Marwala, R Mbuvha, WT Mongwe - 2023 - books.google.com
Hamiltonian Monte Carlo Methods in Machine Learning introduces methods for optimal
tuning of HMC parameters, along with an introduction of Shadow and Non-canonical HMC …

The Bayesian validation metric: a framework for probabilistic model calibration and validation

T Tohme - 2020 - dspace.mit.edu
In model development, model calibration and validation play complementary roles toward
learning reliable models. In this thesis, we propose and develop the" Bayesian Validation …

[图书][B] Hybrid Monte Carlo methods in machine learning: stochastic volatility methods, shadow Hamiltonians, adaptive approaches and variance reduction techniques

WT Mongwe - 2022 - search.proquest.com
Abstract Markov Chain Monte Carlo (MCMC) methods are a vital inference tool for
probabilistic machine learning models. A commonly utilised MCMC algorithm is the …