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)