2 papers
stat.CO2019
A continuation method in Bayesian inference
Ben Mansour Dia
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference…
math.NA2018
Nesterov-aided Stochastic Gradient Methods using Laplace Approximation for Bayesian Design Optimization
Andre Gustavo Carlon, Ben Mansour Dia, Luis FR Espath +2
Finding the best setup for experiments is the primary concern for Optimal Experimental Design (OED). Here, we focus on the Bayesian experimental design problem of finding the setup…