1 code implementation • 5 Nov 2023 • Hanlin Yu, Marcelo Hartmann, Bernardo Williams, Mark Girolami, Arto Klami
Laplace's method approximates a target density with a Gaussian distribution at its mode.
no code implementations • 16 Aug 2023 • Marcelo Hartmann, Bernardo Williams, Hanlin Yu, Mark Girolami, Alessandro Barp, Arto Klami
We use Riemannian geometry notions to redefine the optimisation problem of a function on the Euclidean space to a Riemannian manifold with a warped metric, and then find the function's optimum along this manifold.
1 code implementation • 9 Mar 2023 • Hanlin Yu, Marcelo Hartmann, Bernardo Williams, Arto Klami
Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks.
1 code implementation • 1 Feb 2022 • Marcelo Hartmann, Mark Girolami, Arto Klami
The efficiency of Markov Chain Monte Carlo (MCMC) depends on how the underlying geometry of the problem is taken into account.
2 code implementations • 27 Oct 2019 • Eliezer de Souza da Silva, Tomasz Kuśmierczyk, Marcelo Hartmann, Arto Klami
The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation.