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.