On the Convergence of the Laplace Approximation and
Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian
Inverse Problems

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On the Convergence of the Laplace Approximation and Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian Inverse Problems

13 January 2019

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Papers citing "On the Convergence of the Laplace Approximation and Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian Inverse Problems"

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Title
Gradient-Free Sequential Bayesian Experimental Design via Interacting Particle Systems Robert Gruhlke Matei Hanu Claudia Schillings Philipp Wacker BDL 101 0 0 17 Apr 2025
Bayesian Off-Policy Evaluation and Learning for Large Action Spaces Imad Aouali Victor-Emmanuel Brunel David Rohde Anna Korba OffRL 180 5 0 22 Feb 2024
Perspectives on locally weighted ensemble Kalman methods Philipp Wacker 16 1 0 06 Jan 2024
How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences Mikolaj Kasprzak Ryan Giordano Tamara Broderick 70 0 0 29 Sep 2022
Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation V. Spokoiny 78 22 0 23 Apr 2022
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors Daniel Rudolf Björn Sprungk 60 6 0 24 Feb 2022
Bayesian neural network priors for edge-preserving inversion Chen Li Matthew M. Dunlop G. Stadler 46 13 0 20 Dec 2021
A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors Shivendra Agrawal Hwanwoo Kim D. Sanz-Alonso A. Strang 75 10 0 26 Nov 2021
A Survey on Epistemic (Model) Uncertainty in Supervised Learning: Recent Advances and Applications Xinlei Zhou Han Liu Farhad Pourpanah T. Zeng Xizhao Wang UQCV UD 124 61 0 03 Nov 2021
Multimodal Information Gain in Bayesian Design of Experiments Q. Long 127 16 0 16 Aug 2021
On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems Jan Bohr Richard Nickl 57 17 0 17 May 2021
A hybrid Gibbs sampler for edge-preserving tomographic reconstruction with uncertain view angles Felipe Uribe Johnathan M. Bardsley Yiqiu Dong P. Hansen N. A. B. Riis 58 13 0 14 Apr 2021
The computational asymptotics of Gaussian variational inference and the Laplace approximation Zuheng Xu Trevor Campbell 105 8 0 13 Apr 2021
Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems T. Helin Remo Kretschmann 51 18 0 11 Dec 2020
Context-aware surrogate modeling for balancing approximation and sampling costs in multi-fidelity importance sampling and Bayesian inverse problems Terrence Alsup Benjamin Peherstorfer 77 11 0 22 Oct 2020
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs T. Goda Tomohiko Hironaka Wataru Kitade Adam Foster 67 23 0 18 May 2020
Stability of Gibbs Posteriors from the Wasserstein Loss for Bayesian Full Waveform Inversion Matthew M. Dunlop Yunan Yang 136 12 0 07 Apr 2020
Advanced Multilevel Monte Carlo Methods Ajay Jasra K. Law C. Suciu 73 16 0 24 Apr 2017