Batch simulations and uncertainty quantification in Gaussian process surrogate-based approximate Bayesian computation.
Marko JärvenpääAki VehtariPekka MarttinenPublished in: CoRR (2019)
Keyphrases
- gaussian process
- expectation propagation
- gaussian processes
- marginal likelihood
- gaussian process regression
- gaussian process classification
- approximate inference
- regression model
- hyperparameters
- bayesian inference
- bayesian framework
- fully bayesian
- model selection
- semi supervised
- decision theory
- latent variables
- posterior distribution
- covariance function
- bayesian methods
- density estimation
- posterior probability
- sparse approximations
- gaussian process models
- sparse approximation
- incremental learning