Category: Zig-Zag

O’Bayes 19/2

One talk on Day 2 of O’Bayes 2019 was by Ryan Martin on data dependent priors (or “priors”). Which I have already discussed in this blog. Including the notion of a Gibbs posterior about quantities that “are not always defined through a model” [which is debatable if one sees it like part of a semi-parametric […]

sampling and imbalanced

Deborshee Sen, Matthias Sachs, Jianfeng Lu and David Dunson have recently arXived a sub-sampling paper for  classification (logistic) models where some covariates or some responses are imbalanced. With a PDMP, namely zig-zag, used towards preserving the correct invariant distribution (as already mentioned in an earlier post on the zig-zag zampler and in a recent Annals […]