3 papers
stat.ML2025
Exponential Convergence of CAVI for Bayesian PCA
Arghya Datta, Philippe Gagnon, Florian Maire
Probabilistic principal component analysis (PCA) and its Bayesian variant (BPCA) are widely used for dimension reduction in machine learning and statistics. The main advantage of p…
math.ST2025
Simple proof of robustness for Bayesian heavy-tailed linear regression models
Philippe Gagnon
In the Bayesian literature, a line of research called resolution of conflict is about the characterization of robustness against outliers of statistical models. The robustness char…
stat.CO2019
Non-reversible jump algorithms for Bayesian nested model selection
Philippe Gagnon, Arnaud Doucet
Non-reversible Markov chain Monte Carlo methods often outperform their reversible counterparts in terms of asymptotic variance of ergodic averages and mixing properties. Lifting th…