Tag: mathematics
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Kernel-Embedded Gaussian Processes for Bayesian Computation and Model Evaluation
(Work in Progress) It had been a while since I had worked on a technical blog post, so I wanted to get something out there. I have been playing around with a lot of concepts in my head centering on Gaussian processes and using them for Bayesian computation. Most of the time when I write…
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Dirichlet Process Projections
The blog post explores hierarchical modeling using Dirichlet processes combined with projections onto orthogonal random vectors. The author discusses the challenges of maintaining orthogonality while developing a Bayesian nonparametric framework and introduces a new modeling approach that incorporates dimension changing, MCMC algorithms, and potential applications in function spaces with Gaussian processes as base measures.