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Dimension free non-asymptotic bounds on the accuracy of high dimensional
  Laplace approximation
v1v2v3 (latest)

Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation

23 April 2022
V. Spokoiny
ArXiv (abs)PDFHTML

Papers citing "Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation"

14 / 14 papers shown
Title
Gradient-free optimization via integration
Gradient-free optimization via integration
Christophe Andrieu
N. Chopin
Ettore Fincato
Mathieu Gerber
25
0
0
01 Aug 2024
Coding schemes in neural networks learning classification tasks
Coding schemes in neural networks learning classification tasks
Alexander van Meegen
H. Sompolinsky
98
10
0
24 Jun 2024
The Laplace asymptotic expansion in high dimensions
The Laplace asymptotic expansion in high dimensions
Anya Katsevich
71
2
0
18 Jun 2024
Dimension-free Structured Covariance Estimation
Dimension-free Structured Covariance Estimation
Nikita Puchkin
Maxim Rakhuba
41
1
0
15 Feb 2024
Improved dimension dependence in the Bernstein von Mises Theorem via a
  new Laplace approximation bound
Improved dimension dependence in the Bernstein von Mises Theorem via a new Laplace approximation bound
A. Katsevich
56
5
0
14 Aug 2023
Tight Bounds on the Laplace Approximation Accuracy in High Dimensions
A. Katsevich
38
5
0
28 May 2023
Towards Understanding the Dynamics of Gaussian-Stein Variational
  Gradient Descent
Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descent
Tianle Liu
Promit Ghosal
Krishnakumar Balasubramanian
Natesh S. Pillai
111
11
0
23 May 2023
Mixed Laplace approximation for marginal posterior and Bayesian
  inference in error-in-operator model
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model
V. Spokoiny
64
3
0
16 May 2023
Forward-backward Gaussian variational inference via JKO in the
  Bures-Wasserstein Space
Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space
Michael Diao
Krishnakumar Balasubramanian
Sinho Chewi
Adil Salim
BDL
68
29
0
10 Apr 2023
On the Approximation Accuracy of Gaussian Variational Inference
On the Approximation Accuracy of Gaussian Variational Inference
A. Katsevich
Philippe Rigollet
87
17
0
05 Jan 2023
How good is your Laplace approximation of the Bayesian posterior?
  Finite-sample computable error bounds for a variety of useful divergences
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
Normal approximation for the posterior in exponential families
Normal approximation for the posterior in exponential families
Adrian Fischer
Robert E. Gaunt
Gesine Reinert
Yvik Swan
99
5
0
19 Sep 2022
Finite samples inference and critical dimension for stochastically
  linear models
Finite samples inference and critical dimension for stochastically linear models
V. Spokoiny
68
2
0
17 Jan 2022
Laplace and Saddlepoint Approximations in High Dimensions
Laplace and Saddlepoint Approximations in High Dimensions
Yanbo Tang
Nancy Reid
75
7
0
22 Jul 2021
1