Towards a Faster Implementation of Density Estimation With Logistic Gaussian Process Priors
Towards a Faster Implementation of Density Estimation With Logistic Gaussian Process Priors
复制标题
使用逻辑高斯过程先验更快地实现密度估计
DOI：
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发表时间：
2007
期刊：
影响因子：
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通讯作者：
S. Tokdar
中科院分区：
文献类型：
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作者：
S. Tokdar
提出了一种计算逻辑高斯过程密度先验贝叶斯估计的新方法。该方法通过从有限维代理先验的后验中提取样本来提高速度，该后验是通过对底层高斯过程的插值获得的。结果表明，该方法的计算结果非常精确。仿真研究表明，该方法可以将精度和高速度结合起来。这一事实，以及已知的逻辑高斯先验在建模平滑方面的灵活性，以及最近关于它们的大支持的结果，使得这些先验和由此产生的密度估计非常有吸引力。
A novel method is proposed to compute the Bayes estimate for a logistic Gaussian process prior for density estimation. The method gains speed by drawing samples from the posterior of a finite-dimensional surrogate prior, which is obtained by imputation of the underlying Gaussian process. We establish that imputation results in quite accurate computation. Simulation studies show that accuracy and high speed can be combined. This fact, along with known flexibility of the logistic Gaussian priors for modeling smoothness and recent results on their large support, makes these priors and the resulting density estimate very attractive.
DOI：
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发表时间：
1997
期刊：
Journal of the royal statistical society series b-methodological
影响因子：
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作者：
S. Richardson;P. Green;Christian P. Robert;M. Aitkin;David R. Cox;Matthew Stephens;A. Polymenis;W. Gilks;A. Nobile;M. Hodgson;Anthony O'Hagan;N. Longford;A. Dawid;Anthony C. Atkinson;J. Bernardo;J. Besag;Stephen Brooks;S. Byers;A. Raftery;G. Celeux;R. Cheng;W. B. Liu;Yung-Hsin Chien;Edward I. George;N. Cressie;H.-C. Huang;M. Gruet;S. C. Heath;C. Jennison;Andrew B. Lawson;Allan Clark;Geoffrey J. McLachlan;D. Peel;K. Mengersen;A. George;Anne Philippe;Kathryn Roeder;Larry Wasserman;Peter Schlattmann;D. Böhning;D. M. Titterington;H. Tong;M. West
通讯作者：
S. Richardson;P. Green;Christian P. Robert;M. Aitkin;David R. Cox;Matthew Stephens;A. Polymenis;W. Gilks;A. Nobile;M. Hodgson;Anthony O'Hagan;N. Longford;A. Dawid;Anthony C. Atkinson;J. Bernardo;J. Besag;Stephen Brooks;S. Byers;A. Raftery;G. Celeux;R. Cheng;W. B. Liu;Yung-Hsin Chien;Edward I. George;N. Cressie;H.-C. Huang;M. Gruet;S. C. Heath;C. Jennison;Andrew B. Lawson;Allan Clark;Geoffrey J. McLachlan;D. Peel;K. Mengersen;A. George;Anne Philippe;Kathryn Roeder;Larry Wasserman;Peter Schlattmann;D. Böhning;D. M. Titterington;H. Tong;M. West