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An Interacting Particle Method for Approximate Bayes Computations
Interacting Method Bayes Computations
2012/9/17
Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function is expensive to evaluate but relatively cheap to sample from. In ABC,a population of particles in the...
A Variational Bayes Approach to Decoding in a Phase-Uncertain Digital Receiver
Variational Bayes approximation phase synchronization
2011/7/19
This paper presents a Bayesian approach to symbol and phase inference in a phase-unsynchronized digital receiver. It primarily extends [Quinn 2011] to the multi-symbol case, using the variational Baye...
Classification with minimax fast rates for classes of Bayes rules with sparse representation
Classification Sparsity Decision dyadic trees Minimax rates Aggregation
2009/9/16
We consider the classification problem on the cube $[0,1]^d$ when the Bayes rule is known to belong to some new functions classes. These classes are made of prediction rules satisfying some conditions...