Batch simulations and uncertainty quantification in Gaussian process surrogate approximate Bayesian computation.
Marko JärvenpääAki VehtariPekka MarttinenPublished in: UAI (2020)
Keyphrases
- gaussian process
- expectation propagation
- gaussian processes
- gaussian process classification
- marginal likelihood
- hyperparameters
- bayesian inference
- approximate inference
- bayesian framework
- gaussian process regression
- regression model
- fully bayesian
- latent variables
- semi supervised
- model selection
- bayesian methods
- posterior distribution
- decision theory
- gaussian process models
- covariance function
- sparse approximations
- maximum likelihood
- pairwise
- prior information
- cross validation
- sparse approximation
- density estimation
- probabilistic model
- learning process