Laplace approximation for logistic Gaussian process density estimation and regression

DOI10.1214/14-BA872zbMath1327.62248arXiv1211.0174WikidataQ61703745 ScholiaQ61703745MaRDI QIDQ899031

Jaakko Riihimäki, Aki Vehtari

Publication date: 21 December 2015

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0174

zbMATH Keywords

Gaussian processdensity estimationapproximate inferencedensity regressionLaplace's methodlogistic transformation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Bayesian inference (62F15)

Related Items (11)

Robust importance sampling with adaptive winsorization ⋮ Adaptive Conditional Distribution Estimation with Bayesian Decision Tree Ensembles ⋮ A scalable Matérn Gaussian process for learning spatial curves distributions ⋮ A randomized multi-index sequential Monte Carlo method ⋮ A Geometric Variational Approach to Bayesian Inference ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC ⋮ A review of uncertainty quantification for density estimation ⋮ Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations ⋮ Unnamed Item

Uses Software

• GPstuff

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Posterior consistency of logistic Gaussian process priors in density estimation
• Default priors for density estimation with mixture models
• Bayesian density regression with logistic Gaussian process and subspace projection
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• A Finite Element Method for Density Estimation with Gaussian Process Priors
• Latent factor models for density estimation
• A Bayesian Approach to Density Estimation
• Towards a practicable Bayesian nonparametric density estimator
• Sequential Imputations and Bayesian Missing Data Problems
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
• The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)

This page was built for publication: Laplace approximation for logistic Gaussian process density estimation and regression