This paper revisits the Bayesian CMA-ES and provides updates for normal Wishart. It emphasizes the difference between a normal and normal inverse Wishart prior. After some computation, we prove that the only difference relies surprisingly in the expected covariance. We prove that the expected covariance should be lower…
On-device research index
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
168,694 papers · 148 categories
Trend · papers per month
7 results for “Normal-Wishart”
Regression Prior Networks improve ensemble performance on regression tasks.
problem Improving ensemble performance on regression tasks.
method Extending Prior Networks and Ensemble Distribution Distillation (EnD) to regression tasks using the Normal-Wishart distribution.
result Regression Prior Networks yield performance competitive with ensemble approaches on regression tasks.
We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let W be an …
Develops methods for constructing parameter priors in DAG models.
problem Constructing parameter priors for model choice among DAG models.
method Introduces assumptions and methods for parameter priors construction and marginal likelihood computation.
result The only parameter prior for complete Gaussian DAG models that satisfies assumptions is the normal-Wishart distribution.
New method uses KL-divergence to create non-informative priors for multivariate Gaussian.
problem Handling hyperparameters for non-informative limits in multivariate Gaussian conjugate priors.
method Using scaled KL-divergence between multivariate Gaussians to construct Wishart and normal-Wishart conjugate priors.
result Forming non-informative priors without violating Wishart shape parameter restrictions.
This paper introduces a novel theoretically sound approach for the celebrated CMA-ES algorithm. Assuming the parameters of the multi variate normal distribution for the minimum follow a conjugate prior distribution, we derive their optimal update at each iteration step. Not only provides this Bayesian framework a justi…
In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed features is represented by a set of decomposable Gaussian graphical models. Emp…