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Importance sampling
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Classroom Contents
Automated Scalable Bayesian Inference via Data Summarization - 2018
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- 1 Core" of the data set • Observe: redundancies can exist even if data isn't "tall
- 2 Roadmap
- 3 Bayesian coresets
- 4 Uniform subsampling revisited
- 5 Importance sampling
- 6 Hilbert coresets
- 7 Frank-Wolfe
- 8 Gaussian model (simulated) • 1K pts; norms, inference: closed-form
- 9 Logistic regression (simulated)
- 10 Real data experiments
- 11 Data summarization
