28 citations · 92 across the 8 of their papers we have counts for
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cs.LG2022★ 1 cited
Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
Gregory Benton, Wesley J. Maddox, Andrew Gordon Wilson
A broad class of stochastic volatility models are defined by systems of stochastic differential equations. While these models have seen widespread success in domains such as financ…
cs.LG2022★ 19 cited
Bayesian Model Selection, the Marginal Likelihood, and Generalization
Sanae Lotfi, Pavel Izmailov, Gregory Benton +2
How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating…