• Corpus ID: 54446127

Batch Selection for Parallelisation of Bayesian Quadrature

  title={Batch Selection for Parallelisation of Bayesian Quadrature},
  author={Edward Wagstaff and Saad Hamid and Michael A. Osborne},
Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic numerical integration technique that performs promisingly when compared to traditional Markov Chain Monte Carlo methods. However, in contrast to easily-parallelised MCMC methods, Bayesian Quadrature methods have, thus far, been essentially serial in nature… 

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    2017 IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP)
  • 2017
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