Fast bayesian inference with batch bayesian quadrature via kernel recombination
Calculation of Bayesian posteriors and model evidences typically requires numerical integration. Bayesian quadrature (BQ), a surrogate-model-based approach to numerical integration, is capable of superb sample efficiency, but its lack of parallelisation has hindered its practical applications. In th...
| Main Authors: | , , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
NeurIPS Proceedings
2022
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