Jeremias Knoblauch

activity

20182026

most citedGeneralized Variational Inference: Three arguments for deriving new Posteriors

59 citations · 173 across the 29 of their papers we have counts for

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stat.ML2018★ 17 cited

Spatio-temporal Bayesian On-line Changepoint Detection with Model Selection

Jeremias Knoblauch, Theodoros Damoulas

Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (…

stat.ML2018★ 5 cited

Doubly Robust Bayesian Inference for Non-Stationary Streaming Data with $β$ -Divergences

Jeremias Knoblauch, Jack Jewson, Theodoros Damoulas

We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with $β$ -divergences. The resulting inference procedure is…

Spatio-temporal Bayesian On-line Changepoint Detection with Model Selection

Doubly Robust Bayesian Inference for Non-Stationary Streaming Data with β-Divergences

Doubly Robust Bayesian Inference for Non-Stationary Streaming Data with $β$ -Divergences