My only substantial research was our weekly MCMC meeting with Goodman. We discussed Goodman's ideas about using all the likelihood calls in an MCMC run to inform a Gaussian-Process-based approximation to the likelihood function; the sampler proceeds by updating the approximation and moving by use of that approximation. He claims to have a provably correct method; we are just wondering whether there are problems for which this is a good idea in practice! We also discussed Hou's response to referee; this is nearly done and nearly ready to resubmit.

1 comment:

  1. Similar to this but with GP : http://arxiv.org/abs/1110.2997 ?