Geo-Modeling - Inference - TOC

Overview¶

• Integration

Integration Revisited¶

Inference¶

• Exact Bayesian

• Non-Bayesian

• Approximate - Sampling

• Approximate - Optimization

• Scalable Bayesian Inference

I - Exact Bayesian¶

• Linear and Gaussian

II - Non-Bayesian¶

• Mean Squared Error (MSE)

• Maximum Likelihood Estimation (MLE)

III - Approximate - Sampling¶

• Markov Chain Monte Carlo (MCMC)

• Hamiltonian Monte Carlo (HMC)

IV - Approximate - Optimization¶

• Maximum A Posteriori (MAP)

• Laplace Approximation

• Variational Inference (VI)

• Expectation Propagation (EP)

V - Scalable Bayesian Inference¶

• Laplace Approximation (Revisited)

• Stochastic Gradient Langevin Dynamics

• Neural Transport

• Bayesian Learning Rule (BLR)