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Convergence Monitoring for Non-Identifiable and Non-Parametric Models

June 11, 2012
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Convergence Monitoring for Non-Identifiable and Non-Parametric Models

Becky Passonneau and colleagues at the Center for Computational Learning Systems (CCLS) at Columbia have been working on a project for ConEd (New York’s major electric utility) to rank structures based on vulnerability to secondary events (e.g., transformer explosions, cable meltdowns, electrical fires). They’ve been using the R implementation BayesTree of Chipman, George and McCulloch’s [...]

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Learning Differential Geometry for Hamiltonian Monte Carlo

May 23, 2012
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You can get a taste of Hamiltonian Monte Carlo (HMC) by reading the very gentle introduction in David MacKay’s general text on information theory: MacKay, D. 2003. Information Theory, Inference, and Learning Algorithms. Cambridge University Press. [see Chapter 31, which is relatively standalone and can be downloaded separately.] Follow this up with Radford Neal’s much [...]

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