no code implementations • 4 Mar 2024 • Ismaël Castillo, Thibault Randrianarisoa
Deep Gaussian processes have recently been proposed as natural objects to fit, similarly to deep neural networks, possibly complex features present in modern data samples, such as compositional structures.
no code implementations • 19 Jan 2023 • Alice L'Huillier, Luke Travis, Ismaël Castillo, Kolyan Ray
We establish a general Bernstein--von Mises theorem for approximately linear semiparametric functionals of fractional posterior distributions based on nonparametric priors.
no code implementations • 12 Jan 2021 • Sayantan Banerjee, Ismaël Castillo, Subhashis Ghosal
Bayesian methods have been proposed for such problems more recently, where the prior takes care of the sparsity structure.
Bayesian Inference Statistics Theory Statistics Theory