lacerbi
  • Member for 6 years, 7 months
  • Last seen this week
1 answers
30 votes
5k views
25 bookmarks
Computation of the marginal likelihood from MCMC samples
1 answers
21 votes
731 views
7 bookmarks
Can adaptive MCMC be trusted?
2 answers
15 votes
805 views
7 bookmarks
Performance benchmarks for MCMC
2 answers
13 votes
1k views
3 bookmarks
Merging observations in Gaussian Process
2 answers
12 votes
3k views
5 bookmarks
Ill-conditioned covariance matrix in GP regression for Bayesian optimization
1 answers
11 votes
1k views
4 bookmarks
Preventing Pareto smoothed importance sampling (PSIS-LOO) from failing
2 answers
9 votes
1k views
3 bookmarks
choosing prior parameters for variational mixture of Gaussians
1 answers
9 votes
1k views
3 bookmarks
Bayesian online changepoint detection (marginal predictive distribution)
1 answers
9 votes
1k views
5 bookmarks
multivariate Effective Sample Size (multiESS): choice of batch size
1 answers
8 votes
781 views
2 bookmarks
Nonparametric nonlinear regression with prediction uncertainty (besides Gaussian Processes)
2 answers
7 votes
1k views
5 bookmarks
Marginalization of GP regression hyperparameters with Laplace approximation
2 answers
5 votes
2k views
1 bookmarks
Speed up optimization in K-fold cross validation
0 answers
5 votes
153 views
2 bookmarks
Sampling from mixture of *unnormalized* densities
1 answers
5 votes
724 views
4 bookmarks
Reversibility in MCMC
1 answers
5 votes
154 views
1 bookmarks
Combining transition operators in MCMC
1 answers
5 votes
649 views
1 bookmarks
State-of-the-art sampling methods for different information about target density
0 answers
4 votes
453 views
3 bookmarks
Entropy of a mixture of Gaussians
1 answers
4 votes
88 views
1 bookmarks
sampling distribution of the mean for arbitrary 1-D pdf
0 answers
3 votes
177 views
1 bookmarks
Posterior pointwise uncertainty of multivariate normal-Wishart (variational GMM)
1 answers
3 votes
153 views
3 bookmarks
$K$-fold cross-validation: more folds or different partitioning schemes
0 answers
3 votes
54 views
1 bookmarks
Family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$?
0 answers
3 votes
126 views
3 bookmarks
Sampling from $f(x)$ given approximation $g(x)$
0 answers
2 votes
140 views
Estimation of parameter uncertainty via $K$-fold cross-validation
0 answers
2 votes
185 views
Marginal likelihood (or Bayes factor) when true model *not* in the set
1 answers
2 votes
149 views
1 bookmarks
Product of K independent densities
1 answers
2 votes
49 views
Quantify compatibility between posterior estimates
1 answers
2 votes
111 views
How to include prior information about target pdf in MCMC
1 answers
2 votes
2k views
2 bookmarks
AIC, model selection and overfitting
0 answers
2 votes
247 views
1 bookmarks
MCMC efficiency and nonlinear reparametrizations
2 answers
2 votes
326 views
cross-validation and over-fitting