Laplace Approximation for Logistic Gaussian Process Density Estimation and Regression
نویسندگان
چکیده
منابع مشابه
Laplace Approximation for Logistic Gaussian Process Density Estimation and Regression
Logistic Gaussian process (LGP) priors provide a flexible alternative for modelling unknown densities. The smoothness properties of the density estimates can be controlled through the prior covariance structure of the LGP, but the challenge is the analytically intractable inference. In this paper, we present approximate Bayesian inference for LGP density estimation in a grid using Laplace’s met...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2014
ISSN: 1936-0975
DOI: 10.1214/14-ba872