no code implementations • 14 Mar 2024 • Filippo Ascolani, Gareth O. Roberts, Giacomo Zanella
This allows us to study the performances of popular Metropolis-within-Gibbs schemes for non-conjugate hierarchical models, in high-dimensional regimes where both number of datapoints and parameters increase.
no code implementations • 14 Apr 2023 • Filippo Ascolani, Giacomo Zanella
Gibbs samplers are popular algorithms to approximate posterior distributions arising from Bayesian hierarchical models.
no code implementations • 25 May 2022 • Filippo Ascolani, Antonio Lijoi, Giovanni Rebaudo, Giacomo Zanella
Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering.