项目作者: mlpapers
项目描述 :
Awesome papers on Bayesian Inference
高级语言:
项目地址: git://github.com/mlpapers/bayesian-inference.git
Bayesian Inference
Remember that using Bayes’ Theorem doesn’t make you a Bayesian. Quantifying uncertainty with probability makes you a Bayesian. (Michael Betancourt)
Overview
- Books
- Bayesian Workflow (2020) Andrew Gelman, Aki Vehtari, Daniel Simpson, Charles C. Margossian, Bob Carpenter, Yuling Yao, Lauren Kennedy, Jonah Gabry, Paul-Christian Bürkner, Martin Modrák
Markov chain Monte Carlo (MCMC)
Approximate Bayesian Computation (ABC)
- Approximate Bayesian Computation in Population Genetics (2002) Mark A. Beaumont, Wenyang Zhang†and, David J. Balding
- Markov chain Monte Carlo without likelihoods (2003) Paul Marjoram, John Molitor, Vincent Plagnol, Simon Tavare
- Sequential Monte Carlo without likelihoods (2007) S. A. Sisson, Y. Fan†, Mark M. Tanak
- Non-linear regression models for Approximate Bayesian Computation (2009) Michael G.B. Blum, Olivier François
- Likelihood-free Markov chain Monte Carlo (2010) Scott A. Sisson, Yanan Fan
- Approximate Bayesian Computation(ABC) in practice (2010) Katalin Csillery, Michael G.B. Blum, Oscar E. Gaggiotti, Olivier Francois
- Hamiltonian ABC
- Reliable ABC model choice via random forests (2016) Pierre Pudlo, Jean-Michel Marin, Arnaud Estoup, Jean-Marie Cornuet, Mathieu Gautier, Christian P. Robert
Variational Inference (VI)
Gaussian processes
Uncertainty calibration
- The Well-Calibrated Bayesian (1982) A.P. Dawid
- Transforming Classifier Scores into Accurate Multiclass Probability Estimates (2002) Bianca Zadrozny, Charles Elkan
- Predicting Good Probabilities With Supervised Learning (2005) Alexandru Niculescu-Mizil, Rich Caruana
- Nearly-Isotonic Regression (2011) Ryan J. Tibshirani, Holger Hoefling, Robert Tibshirani
- Binary classifier calibration using an ensemble of piecewise linear regression models (2012) Mahdi Pakdaman Naeini, Gregory F. Cooper
- Beta calibration: a well-founded and easily implemented improvement on logistic calibration for binary classifiers (2017) Meelis Kull, Telmo de Menezes e Silva Filho, Peter Flach
- Verified Uncertainty Calibration (2019) Ananya Kumar, Percy Liang, Tengyu Ma
- Improving Regression Uncertainty Estimates with an Empirical Prior (2020) Eric Zelikman, Christopher Healy
Software