76 citations · 156 across the 8 of their papers we have counts for
9 papers
Probably approximate Bayesian computation: nonasymptotic convergence of ABC under misspecification
James Ridgway
Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop the…
Concentration of tempered posteriors and of their variational approximations
Pierre Alquier, James Ridgway
While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the class…
Sampling normalizing constants in high dimensions using inhomogeneous diffusions
Christophe Andrieu, James Ridgway, Nick Whiteley
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of t…
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
Nicolas Chopin, James Ridgway
Abstract. Whenever a new approach to perform Bayesian computation is introduced, a common practice is to showcase this approach on a binary regression model and datasets of moderat…
On the properties of variational approximations of Gibbs posteriors
Pierre Alquier, James Ridgway, Nicolas Chopin
The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually…
Towards automatic calibration of the number of state particles within the SMC algorithm
Nicolas Chopin, James Ridgway, Mathieu Gerber +1
SMC is an efficient algorithm for sequential estimation and state inference of state-space models. It generates parameter particles , and, for each , it run…
Computation of Gaussian orthant probabilities in high dimension
James Ridgway
We study the computation of Gaussian orthant probabilities, i.e. the probability that a Gaussian falls inside a quadrant. The Geweke-Hajivassiliou-Keane (GHK) algorithm [Genz, 1992…
PAC-Bayesian AUC classification and scoring
James Ridgway, Pierre Alquier, Nicolas Chopin +1
We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score funct…
Developing a Video Steganography Toolkit
James Ridgway, Mike Stannett
Although techniques for separate image and audio steganography are widely known, relatively little has been described concerning the hiding of information within video streams ("vi…