Adaptive quadrature schemes for Bayesian inference via active learning

no code implementations • 31 May 2020 • F. Llorente, L. Martino, V. Elvira, D. Delgado, J. López-Santiago

For the Gaussian case, we also provide a novel procedure for fitting the bandwidth parameter, in order to build a suitable emulator of a density function.

Active Learning Bayesian Inference +1