Publication

Mean field variational Bayesian inference for nonparametric regression with measurement error

Tung Huy Pham
2013
Journal Articles

Abstract

A fast mean field variational Bayes (MFVB) approach to nonparametric regression when the predictors are subject to classical measurement error is investigated. It is shown that the use of such technology to the measurement error setting achieves reasonable accuracy. In tandem with the methodological development, a customized Markov chain Monte Carlo method is developed to facilitate the evaluation of accuracy of the MFVB method. Crown Copyright (C) 2013 Published by Elsevier B.V. All rights reserved.

Official source

https://infoscience.epfl.ch/entities/publication/81256a9c-1b80-4b9a-835b-eea017f11a45

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Tung Huy Pham
2013
Journal Articles

Abstract

Official source

https://infoscience.epfl.ch/entities/publication/81256a9c-1b80-4b9a-835b-eea017f11a45

About this result

Related concepts (23)

Bayesian statistics

Bayesian statistics (ˈbeɪziən or ˈbeɪʒən ) is a theory in the field of statistics based on the Bayesian interpretation of probability where probability expresses a degree of belief in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous experiments, or on personal beliefs about the event. This differs from a number of other interpretations of probability, such as the frequentist interpretation that views probability as the limit of the relative frequency of an event after many trials.

Bayesian network

A Bayesian network (also known as a Bayes network, Bayes net, belief network, or decision network) is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). It is one of several forms of causal notation. Bayesian networks are ideal for taking an event that occurred and predicting the likelihood that any one of several possible known causes was the contributing factor. For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms.

Measurement

Measurement is the quantification of attributes of an object or event, which can be used to compare with other objects or events. In other words, measurement is a process of determining how large or small a physical quantity is as compared to a basic reference quantity of the same kind. The scope and application of measurement are dependent on the context and discipline. In natural sciences and engineering, measurements do not apply to nominal properties of objects or events, which is consistent with the guidelines of the International vocabulary of metrology published by the International Bureau of Weights and Measures.

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