Search Results for author: Mike Hobson

Found 6 papers, 4 papers with code

Compromise-free Bayesian neural networks

1 code implementation25 Apr 2020 Kamran Javid, Will Handley, Mike Hobson, Anthony Lasenby

We conduct a thorough analysis of the relationship between the out-of-sample performance and the Bayesian evidence (marginal likelihood) of Bayesian neural networks (BNNs), as well as looking at the performance of ensembles of BNNs, both using the Boston housing dataset.

Bayesian surrogate learning in dynamic simulator-based regression problems

no code implementations25 Jan 2019 Xi Chen, Mike Hobson

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the system as the parameter values are varied.

regression

Diagnostic Tests for Nested Sampling Calculations

3 code implementations16 Apr 2018 Edward Higson, Will Handley, Mike Hobson, Anthony Lasenby

Nested sampling is an increasingly popular technique for Bayesian computation - in particular for multimodal, degenerate and high-dimensional problems.

Computation Cosmology and Nongalactic Astrophysics Instrumentation and Methods for Astrophysics Data Analysis, Statistics and Probability

Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation

2 code implementations11 Apr 2017 Edward Higson, Will Handley, Mike Hobson, Anthony Lasenby

We introduce dynamic nested sampling: a generalisation of the nested sampling algorithm in which the number of "live points" varies to allocate samples more efficiently.

Computation Instrumentation and Methods for Astrophysics Data Analysis, Statistics and Probability Methodology

Sampling Errors in Nested Sampling Parameter Estimation

2 code implementations28 Mar 2017 Edward Higson, Will Handley, Mike Hobson, Anthony Lasenby

Sampling errors in nested sampling parameter estimation differ from those in Bayesian evidence calculation, but have been little studied in the literature.

Methodology Instrumentation and Methods for Astrophysics Applications

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