User lacerbi

30 votes

1 answer

6k views

Computation of the marginal likelihood from MCMC samples

asked Apr 28, 2016 at 13:57

22 votes

1 answer

879 views

Can adaptive MCMC be trusted?

asked Aug 8, 2016 at 1:51

15 votes

2 answers

2k views

Merging observations in Gaussian Process

asked Aug 31, 2015 at 15:00

15 votes

2 answers

977 views

Performance benchmarks for MCMC

asked Mar 30, 2016 at 15:12

14 votes

2 answers

4k views

Ill-conditioned covariance matrix in GP regression for Bayesian optimization

asked Jan 7, 2016 at 19:05

12 votes

1 answer

1k views

Preventing Pareto smoothed importance sampling (PSIS-LOO) from failing

asked Mar 2, 2016 at 17:13

10 votes

1 answer

2k views

multivariate Effective Sample Size (multiESS): choice of batch size

asked Jul 19, 2016 at 15:50

9 votes

2 answers

1k views

choosing prior parameters for variational mixture of Gaussians

asked Apr 29, 2016 at 22:23

9 votes

1 answer

1k views

Bayesian online changepoint detection (marginal predictive distribution)

asked Sep 13, 2016 at 17:26

8 votes

1 answer

1k views

Nonparametric nonlinear regression with prediction uncertainty (besides Gaussian Processes)

asked Aug 5, 2016 at 14:53

8 votes

2 answers

2k views

Marginalization of GP regression hyperparameters with Laplace approximation

asked Sep 19, 2015 at 13:51

6 votes

0 answers

941 views

Entropy of a mixture of Gaussians

asked Aug 16, 2018 at 10:13

6 votes

1 answer

222 views

Combining transition operators in MCMC

asked Mar 30, 2016 at 11:40

6 votes

1 answer

1k views

Reversibility in MCMC

asked Jul 31, 2016 at 13:21

5 votes

0 answers

227 views

Sampling from mixture of unnormalized densities

asked Sep 22, 2016 at 23:31

5 votes

2 answers

3k views

Speed up optimization in K-fold cross validation

asked Mar 7, 2016 at 11:44

5 votes

1 answer

752 views

State-of-the-art sampling methods for different information about target density

asked Feb 12, 2016 at 17:49

4 votes

1 answer

92 views

sampling distribution of the mean for arbitrary 1-D pdf

asked Jun 23, 2015 at 12:12

4 votes

0 answers

231 views

Marginal likelihood (or Bayes factor) when true model not in the set

asked Mar 3, 2017 at 14:40

3 votes

1 answer

209 views

$K$-fold cross-validation: more folds or different partitioning schemes

asked Mar 21, 2017 at 13:38

3 votes

0 answers

57 views

Family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$?

asked Jul 25, 2016 at 13:23

3 votes

0 answers

137 views

Sampling from $f(x)$ given approximation $g(x)$

asked May 24, 2016 at 18:45

3 votes

1 answer

141 views

How to include prior information about target pdf in MCMC

asked May 26, 2016 at 13:29

3 votes

0 answers

191 views

Posterior pointwise uncertainty of multivariate normal-Wishart (variational GMM)

asked May 27, 2016 at 14:41

2 votes

1 answer

61 views

Quantify compatibility between posterior estimates

asked Jul 14, 2016 at 11:12

2 votes

0 answers

292 views

MCMC efficiency and nonlinear reparametrizations

asked Apr 6, 2016 at 17:58

2 votes

1 answer

225 views

Product of K independent densities

asked Sep 5, 2015 at 14:02

2 votes

0 answers

291 views

Multi-start optimization

asked Mar 8, 2016 at 17:10

2 votes

2 answers

353 views

cross-validation and over-fitting

asked Mar 13, 2016 at 13:54

2 votes

1 answer

3k views

AIC, model selection and overfitting

asked May 5, 2016 at 16:21

Stack Exchange Network

34 Questions

Computation of the marginal likelihood from MCMC samples

Can adaptive MCMC be trusted?

Merging observations in Gaussian Process

Performance benchmarks for MCMC

Ill-conditioned covariance matrix in GP regression for Bayesian optimization

Preventing Pareto smoothed importance sampling (PSIS-LOO) from failing

multivariate Effective Sample Size (multiESS): choice of batch size

choosing prior parameters for variational mixture of Gaussians

Bayesian online changepoint detection (marginal predictive distribution)

Nonparametric nonlinear regression with prediction uncertainty (besides Gaussian Processes)

Marginalization of GP regression hyperparameters with Laplace approximation

Entropy of a mixture of Gaussians

Combining transition operators in MCMC

Reversibility in MCMC

Sampling from mixture of unnormalized densities

Speed up optimization in K-fold cross validation

State-of-the-art sampling methods for different information about target density

sampling distribution of the mean for arbitrary 1-D pdf

Marginal likelihood (or Bayes factor) when true model not in the set

$K$-fold cross-validation: more folds or different partitioning schemes

Family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$?

Sampling from $f(x)$ given approximation $g(x)$

How to include prior information about target pdf in MCMC

Posterior pointwise uncertainty of multivariate normal-Wishart (variational GMM)

Quantify compatibility between posterior estimates

MCMC efficiency and nonlinear reparametrizations

Product of K independent densities

Multi-start optimization

cross-validation and over-fitting

AIC, model selection and overfitting