64 citations · 65 across the 4 of their papers we have counts for
3 papers · 1 filter
Approximating evidence via bounded harmonic means
Dana Naderi, Christian P Robert, Kaniav Kamary +1
Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estim…
Simulating signed mixtures
Julien Stoehr, Christian P. Robert
Simulating mixtures of distributions with signed weights proves a challenge as standard simulation algorithms are inefficient in handling the negative weights. In particular, the n…
Expectation propagation as a way of life: A framework for Bayesian inference on partitioned data
Aki Vehtari, Andrew Gelman, Tuomas Sivula +7
A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to…