Tag: Bayesian Inference
Bayesian Leave-One-Out Cross Validation
This note is for Magnusson, M., Andersen, M., Jonasson, J., & Vehtari, A. (2019). Bayesian leave-one-out cross-validation for large data. Proceedings of the 36th International Conference on Machine Learning, 4244–4253.
Bernstein-von Mises Theorem
I came across the Bernstein-von Mises theorem in Yuling Yao’s blog, and I also found a quick definition in the blog hosted by Prof. Andrew Gelman, although this one is not by Gelman. By coincidence, the former is the PhD student of the latter!
Larry discussed the normalizing constant paradox in his blog.
Frequentist Accuracy of Bayesian Estimates
This note is for Efron’s slide: Frequentist Accuracy of Bayesian Estimates, which is recommended by Larry’s post: Shaking the Bayesian Machine.
- Calculating Marginal likelihood
- The Normal Model
- One Parameter Models