Posts Tagged ‘ Bayesian nonparametrics ’

Why shrinking priors shrink ?

October 19, 2015
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Why shrinking priors shrink ?

Hello there ! While I was in Amsterdam, I took the opportunity to go and work with the Leiden crowd, an more particularly with Stéphanie van der Pas and Johannes Schmidt-Heiber. Since Stéphanie had already obtained neat results for the Horseshoe prior and Johannes had obtained some super cool results for the spike and slab prior, […]

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Why shrinking priors shrink ?

October 19, 2015
By
Why shrinking priors shrink ?

Hello there ! While I was in Amsterdam, I took the opportunity to go and work with the Leiden crowd, an more particularly with Stéphanie van der Pas and Johannes Schmidt-Heiber. Since Stéphanie had already obtained neat results for the Horseshoe prior and Johannes had obtained some super cool results for the spike and slab prior, […]

Read more »

Moment conditions and Bayesian nonparametrics

August 5, 2015
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Moment conditions and Bayesian nonparametrics

Luke Bornn, Neil Shephard, and Reza Solgi (all from Harvard) have arXived a pretty interesting paper on simulating targets on a zero measure set. Although it is not initially presented this way, but rather in non-parametric terms as moment conditions where θ is the parameter of the sampling distribution, constrained by the value of β. (Which […]

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Advances in scalable Bayesian computation [day #4]

March 7, 2014
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Advances in scalable Bayesian computation [day #4]

Final day of our workshop Advances in Scalable Bayesian Computation already, since tomorrow morning is an open research time ½ day! Another “perfect day in paradise”, with the Banff Centre campus covered by a fine snow blanket, still falling…, and making work in an office of BIRS a dream-like moment. Still looking for a daily theme, […]

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Advances in scalable Bayesian computation [day #3]

March 6, 2014
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Advances in scalable Bayesian computation [day #3]

We have now gone over the midpoint of our workshop Advances in Scalable Bayesian Computation with three talks in the morning and an open research or open air afternoon. (Maybe surprisingly I chose to stay indoors and work on a new research topic rather than trying cross-country skiing!) If I must give a theme for […]

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Advances in scalable Bayesian computation [day #2]

March 5, 2014
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Advances in scalable Bayesian computation [day #2]

And here is the second day of our workshop Advances in Scalable Bayesian Computation gone! This time, it sounded like the “main” theme was about brains… In fact, Simon Barthelmé‘s research originated from neurosciences, while Dawn Woodard dissected a brain (via MRI) during her talk! (Note that the BIRS website currently posts Simon’s video as […]

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Advances in scalable Bayesian computation [day #1]

March 4, 2014
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Advances in scalable Bayesian computation [day #1]

This was the first day of our workshop Advances in Scalable Bayesian Computation and it sounded like the “main” theme was probabilistic programming, in tune with my book review posted this morning. Indeed, both Vikash Mansinghka and Frank Wood gave talks about this concept, Vikash detailing the specifics of a new programming language called Venture […]

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