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...

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Détails bibliographiques
Auteurs principaux: Adachi, M, Hayakawa, S, Jorgensen, M, Oberhauser, H, Osborne, MA
Format: Conference item
Langue:English
Publié: NeurIPS Proceedings 2022