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Unformatted text preview: model. Figure 1. An example of regression with outliers by Neal (1997). • All the methods (Laplace, VB, MCMC) are similar in predictive performance • VB underestimates variance more than Laplace approximation • The Laplace approximation is the fastest and MCMC the slowest (c) Neal data (d) Friedman data Figure 2. Scatter plot of the posterior mean (up-per row) and variance (lower row) of the latent variables. In each ﬁgure, left plot is for MCMC (x-axis) vs the Laplace approximation (y-axis) and the right plot is MCMC vs. VB....
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- Fall '09
- Computer Science