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Found 3 papers, 1 papers with code
Quasi-Bayesian Nonparametric Density Estimation via Autoregressive Predictive Updates
In the context of density estimation, the standard nonparametric Bayesian approach is to target the posterior predictive of the Dirichlet process mixture model.
On the marginal likelihood and cross-validation
In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior.
Scalable Nonparametric Sampling from Multimodal Posteriors with the Posterior Bootstrap
Increasingly complex datasets pose a number of challenges for Bayesian inference.
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