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MCMC for doubly-intractable distributions
Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions ...
A pragmatic Bayesian approach to predictive uncertainty
(Springer Berlin / Heidelberg, 2006)
We describe an approach to regression based on building a probabilistic model with the aid of visualization. The “stereopsis” data set in the predictive uncertainty challenge is used as a case study, for which we constructed ...