61 citations · 327 across the 24 of their papers we have counts for
3 papers · 1 filter
Pointwise uncertainty quantification for sparse variational Gaussian process regression with a Brownian motion prior
Luke Travis, Kolyan Ray
We study pointwise estimation and uncertainty quantification for a sparse variational Gaussian process method with eigenvector inducing variables. For a rescaled Brownian motion pr…
Group Spike and Slab Variational Bayes
Michael Komodromos, Marina Evangelou, Sarah Filippi +1
We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is devel…
Semiparametric inference using fractional posteriors
Alice L'Huillier, Luke Travis, Ismaël Castillo +1
We establish a general Bernstein--von Mises theorem for approximately linear semiparametric functionals of fractional posterior distributions based on nonparametric priors. This is…