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stat.CO2018
GaussianProcesses.jl: A Nonparametric Bayes package for the Julia Language
Jamie Fairbrother, Christopher Nemeth, Maxime Rischard +2
Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely used across the sciences, and in industry, to model complex data sources. Key to applying Ga…
stat.CO2018
Large-Scale Stochastic Sampling from the Probability Simplex
Jack Baker, Paul Fearnhead, Emily B Fox +1
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation…