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Table of Contents
Intro
Preface
Contents
Bayesian Emulation of Complex Computer Models with Structured Partial Discontinuities
1 Introduction
2 Bayesian Emulation with Partial Discontinuities
2.1 Emulation of Computer Models
2.2 Torn Embeddings in Higher Dimensions
2.3 Controlling for the Induced Local Warping Effect
2.4 Controlling for the Global Impact of the Embedding Using Non-stationary Emulation
3 Application: TNO OLYMPUS Well Placement Optimisation Challenge
4 Conclusion
References
A Variational Bayes Approach to Factor Analysis
1 Background
2 Methods
3 Results
4 Conclusions
References
Scalable Model Selection for Staged Trees: Mean-posterior Clustering and Binary Trees
1 Introduction
2 Preliminaries
2.1 Staged Trees
2.2 Conjugate Learning and Model Selection
3 Methods
3.1 Totally Ordered Hyperstage
4 Mean Posterior Probabilities
4.1 Resize Operator
5 A Comparative Analysis of Competing Methodologies
6 Christchurch Health and Development Study Example
7 Discussion
References
Speeding up the Zig-Zag Process
1 Introduction
2 The SUZZ Process
3 Theoretical Results
4 Numerical Examples
Mixing Times of a Gibbs Sampler for Probit Hierarchical Models
1 Introduction
2 Probit Hierarchical Models
3 Theoretical Results on Mixing Times
4 Numerical Illustration
5 Conclusions
References
A Note on the Dependence Structure of Hierarchical Completely Random Measures
1 Introduction
2 Hierarchical Completely Random Measures
3 Dependence Structure
4 Discussion
5 Proofs
References
Observed Patterns of Heat Wave Intensities with Respect to Time and Global Surface Temperature
1 Introduction
2 Methods
3 Applications
3.1 Heat Wave Maximum Intensity Over Time
3.2 Heat Wave Maximum Intensity and Global Surface Temperature
4 Conclusions
References
Expectation Propagation for the Smoothing Distribution in Dynamic Probit
1 Introduction
2 Literature Review
3 Expectation Propagation (EP) for the Dynamic Probit
3.1 Implementation Without p n times p npntimespn Matrix Inversions
3.2 Implementation Without p n times p npntimespn Matrix Updates
3.3 Computational Costs
4 Financial Illustration
5 Discussion
References
Preface
Contents
Bayesian Emulation of Complex Computer Models with Structured Partial Discontinuities
1 Introduction
2 Bayesian Emulation with Partial Discontinuities
2.1 Emulation of Computer Models
2.2 Torn Embeddings in Higher Dimensions
2.3 Controlling for the Induced Local Warping Effect
2.4 Controlling for the Global Impact of the Embedding Using Non-stationary Emulation
3 Application: TNO OLYMPUS Well Placement Optimisation Challenge
4 Conclusion
References
A Variational Bayes Approach to Factor Analysis
1 Background
2 Methods
3 Results
4 Conclusions
References
Scalable Model Selection for Staged Trees: Mean-posterior Clustering and Binary Trees
1 Introduction
2 Preliminaries
2.1 Staged Trees
2.2 Conjugate Learning and Model Selection
3 Methods
3.1 Totally Ordered Hyperstage
4 Mean Posterior Probabilities
4.1 Resize Operator
5 A Comparative Analysis of Competing Methodologies
6 Christchurch Health and Development Study Example
7 Discussion
References
Speeding up the Zig-Zag Process
1 Introduction
2 The SUZZ Process
3 Theoretical Results
4 Numerical Examples
Mixing Times of a Gibbs Sampler for Probit Hierarchical Models
1 Introduction
2 Probit Hierarchical Models
3 Theoretical Results on Mixing Times
4 Numerical Illustration
5 Conclusions
References
A Note on the Dependence Structure of Hierarchical Completely Random Measures
1 Introduction
2 Hierarchical Completely Random Measures
3 Dependence Structure
4 Discussion
5 Proofs
References
Observed Patterns of Heat Wave Intensities with Respect to Time and Global Surface Temperature
1 Introduction
2 Methods
3 Applications
3.1 Heat Wave Maximum Intensity Over Time
3.2 Heat Wave Maximum Intensity and Global Surface Temperature
4 Conclusions
References
Expectation Propagation for the Smoothing Distribution in Dynamic Probit
1 Introduction
2 Literature Review
3 Expectation Propagation (EP) for the Dynamic Probit
3.1 Implementation Without p n times p npntimespn Matrix Inversions
3.2 Implementation Without p n times p npntimespn Matrix Updates
3.3 Computational Costs
4 Financial Illustration
5 Discussion
References