Scalable Nonparametric Sampling from Multimodal Posteriors with the Posterior Bootstrap.
Edwin FongSimon LyddonChristopher C. HolmesPublished in: CoRR (2019)
Keyphrases
- posterior distribution
- markov chain monte carlo
- posterior probability
- metropolis hastings
- hyperparameters
- bootstrap sampling
- random sampling
- sample size
- probability distribution
- cross validation
- data driven
- bayesian framework
- monte carlo
- multi modal
- hypothesis tests
- bayesian inference
- probabilistic model
- latent variables
- sampling strategy
- lightweight
- proposal distribution
- ensemble methods
- sampling algorithm
- gaussian process
- parameter space
- kernel density estimator
- metropolis hastings algorithm
- multimedia
- kernel density estimation
- class probabilities
- web scale
- confidence intervals
- active learning