Active learning of model evidence using Bayesian quadrature

Numerical integration is a key component of many problems in scientific computing, statistical modelling, and machine learning. Bayesian Quadrature is a modelbased method for numerical integration which, relative to standard Monte Carlo methods, offers increased sample efficiency and a more robust e...

Полное описание

Библиографические подробности
Главные авторы: Osborne, M, Duvenaud, D, Garnett, R, Rasmussen, C, Roberts, S, Ghahramani, Z
Формат: Conference item
Опубликовано: 2012