Fast post-process Bayesian inference with variational sparse Bayesian quadrature

DOI10.1007/S11222-025-10695-7MaRDI QIDQ6933080zbMATH OpenFDO

Authors Cheng-Kun Li, Grégoire Clarté, Martin Jørgensen, Luigi Acerbi

Publication date 5 September 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10695-7

zbMATH Keywords

approximate Bayesian inferenceBayesian quadraturepost-process inferencesparse Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

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Cited in

(1)

• Bayesian neural fields for skewed spatio-temporal data via variational inference: an application to monthly \(\mathrm{PM}_{2.5}\)-based AQI in Tehran

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