Fast and robust Bayesian inference using Gaussian processes with GPry

J El Gammal, N Schöneberg, J Torrado… - Journal of Cosmology …, 2023 - iopscience.iop.org
We present the GPry algorithm for fast Bayesian inference of general (non-Gaussian)
posteriors with a moderate number of parameters. GPry does not need any pre-training …

Fast post-process Bayesian inference with Variational Sparse Bayesian Quadrature

C Li, G Clarté, M Jørgensen, L Acerbi - arxiv preprint arxiv:2303.05263, 2023 - arxiv.org
In applied Bayesian inference scenarios, users may have access to a large number of pre-
existing model evaluations, for example from maximum-a-posteriori (MAP) optimization runs …