Documents Bayes Lecture Notes

This is page 1 Printer: Opaque this Lecture Notes on Bayesian Estimation and Classification M´ ario A. T. Figueiredo, Instituto de Telecomunica¸ c˜ oes, and Instituto…

Documents Gaussian Processes to Speed up Hamiltonian Monte Carlo Matthieu Lê Journal Club 11/04/141 Neal,...

Slide 1 Journal Club 11/04/149 Advantage : The Hamiltonian stays (approximately) constant during the dynamic, hence lower rejection rate ! Problem : Computing the Hamiltonian…

Documents Gaussian Processes to Speed up Hamiltonian Monte Carlo

Bayes and big Data: The Consensus Monte Carlo Algorithm Gaussian Processes to Speed up Hamiltonian Monte Carlo Matthieu Lê Journal Club 11/04/14 1 Neal, Radford M (2011). …