Journal article
An approximate analytical approach to resampling averages
Using a novel reformulation, we develop a framework to compute approximate resampling data averages analytically. The method avoids multiple retraining of statistical models on the samples. Our approach uses a combination of the replica "trick" of statistical physics and the TAP approach for approximate Bayesian inference.
We demonstrate our approach on regression with Gaussian processes. A comparison with averages obtained by Monte-Carlo sampling shows that our method achieves good accuracy.
Language: | English |
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Year: | 2004 |
Pages: | 1151-1173 |
ISSN: | 15337928 , 15324435 , 10773118 and 00036951 |
Types: | Journal article |
DOI: | 10.1162/1532443041827899 |