Stack Exchange

lacerbi

Helsinki, Finland

http://luigiacerbi.com

Assistant professor at the University of Helsinki, Finland.

top accounts reputation activity subscriptions
Top Questions
30 votes

Computation of the marginal likelihood from MCMC samples

machine-learning bayesian sampling mcmc likelihood asked Apr 28, 2016 at 13:57
stats.stackexchange.com

22 votes

Can adaptive MCMC be trusted?

simulation mcmc random-generation metropolis-hastings asked Aug 8, 2016 at 1:51
stats.stackexchange.com

15 votes

Merging observations in Gaussian Process

regression machine-learning gaussian-process asked Aug 31, 2015 at 15:00
stats.stackexchange.com

15 votes

Performance benchmarks for MCMC

machine-learning bayesian references mcmc asked Mar 30, 2016 at 15:12
stats.stackexchange.com

14 votes

Ill-conditioned covariance matrix in GP regression for Bayesian optimization

regression covariance-matrix gaussian-process bayesian-optimization asked Jan 7, 2016 at 19:05
stats.stackexchange.com

12 votes

Preventing Pareto smoothed importance sampling (PSIS-LOO) from failing

machine-learning cross-validation mcmc pareto-distribution importance-sampling asked Mar 2, 2016 at 17:13
stats.stackexchange.com

10 votes

multivariate Effective Sample Size (multiESS): choice of batch size

sample-size mcmc asked Jul 19, 2016 at 15:50
stats.stackexchange.com

9 votes

choosing prior parameters for variational mixture of Gaussians

machine-learning bayesian prior gaussian-mixture variational-bayes asked Apr 29, 2016 at 22:23
stats.stackexchange.com

9 votes

Bayesian online changepoint detection (marginal predictive distribution)

time-series bayesian inference change-point asked Sep 13, 2016 at 17:26
stats.stackexchange.com

8 votes

Marginalization of GP regression hyperparameters with Laplace approximation

regression machine-learning bayesian gaussian-process laplace-approximation asked Sep 19, 2015 at 13:51
stats.stackexchange.com

1 2

Top Answers