2012
AISTATS
AISTATS 2012
Bayesian Quadrature for Ratios
Abstract
We describe a novel approach to quadrature for ratios of probabilistic integrals, such as are used to compute posterior probabilities. It offers performance superior to Monte Carlo methods by exploiting a Bayesian quadrature framework. We improve upon previous Bayesian quadrature techniques by explicitly modelling the non-negativity of our integrands, and the correlations that exist between them. It offers most where the integrand is multi-modal and expensive to evaluate, as is commonplace in exoplanets research; we demonstrate the efficacy of our method on data from the Kepler spacecraft.
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Interdisciplinary Bridge
- Artificial Intelligence and Mathematics & Optimization
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Trend Setter
- Numerical Analysis
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Hot Topic Early Bird
- markov chain monte carlo
Authors
Topics
Artificial Intelligence > Bayesian & Probabilistic > Probabilistic Modeling
Machine Learning > Optimization & Theory > Bayesian Inference
Mathematics & Optimization > Mathematics > Numerical Analysis
Mathematics & Optimization > Mathematics > Probability
Mathematics & Optimization > Optimization > Stochastic Methods