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lacerbi
  • Member for 7 years, 1 month
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30 votes
1 answer
5k views

Computation of the marginal likelihood from MCMC samples

21 votes
1 answer
784 views

Can adaptive MCMC be trusted?

15 votes
2 answers
868 views

Performance benchmarks for MCMC

14 votes
2 answers
2k views

Merging observations in Gaussian Process

13 votes
2 answers
3k views

Ill-conditioned covariance matrix in GP regression for Bayesian optimization

11 votes
1 answer
1k views

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

9 votes
2 answers
1k views

choosing prior parameters for variational mixture of Gaussians

9 votes
1 answer
2k views

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

9 votes
1 answer
1k views

Bayesian online changepoint detection (marginal predictive distribution)

8 votes
1 answer
899 views

Nonparametric nonlinear regression with prediction uncertainty (besides Gaussian Processes)

8 votes
2 answers
1k views

Marginalization of GP regression hyperparameters with Laplace approximation

5 votes
2 answers
3k views

Speed up optimization in K-fold cross validation

5 votes
1 answer
677 views

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

5 votes
0 answers
610 views

Entropy of a mixture of Gaussians

5 votes
0 answers
177 views

Sampling from mixture of *unnormalized* densities

5 votes
1 answer
168 views

Combining transition operators in MCMC

5 votes
1 answer
837 views

Reversibility in MCMC

4 votes
1 answer
90 views

sampling distribution of the mean for arbitrary 1-D pdf

3 votes
0 answers
128 views

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

3 votes
0 answers
56 views

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

3 votes
0 answers
186 views

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

3 votes
0 answers
197 views

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

3 votes
1 answer
167 views

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

2 votes
0 answers
154 views

Estimation of parameter uncertainty via $K$-fold cross-validation

2 votes
1 answer
55 views

Quantify compatibility between posterior estimates

2 votes
1 answer
117 views

How to include prior information about target pdf in MCMC

2 votes
1 answer
2k views

AIC, model selection and overfitting

2 votes
0 answers
254 views

MCMC efficiency and nonlinear reparametrizations

2 votes
1 answer
174 views

Product of K independent densities

2 votes
0 answers
231 views

Multi-start optimization