2 code implementations • 4 Apr 2022 • Niloy Biswas, Lester Mackey, Xiao-Li Meng
Spike-and-slab priors are commonly used for Bayesian variable selection, due to their interpretability and favorable statistical properties.
1 code implementation • pproximateinference AABI Symposium 2022 • Niloy Biswas, Lester Mackey
Markov chain Monte Carlo (MCMC) provides asymptotically consistent estimates of intractable posterior expectations as the number of iterations tends to infinity.
2 code implementations • NeurIPS 2019 • Niloy Biswas, Pierre E. Jacob
Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity.
Computation Methodology