Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems

11 December 2020

Papers citing "Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems"

11 / 11 papers shown

Title
The Laplace asymptotic expansion in high dimensions Anya Katsevich 27 2 0 18 Jun 2024
Theoretical Guarantees for Variational Inference with Fixed-Variance Mixture of Gaussians Tom Huix Anna Korba Alain Durmus Eric Moulines 36 7 0 06 Jun 2024
Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems Zhijian He Hejin Wang Xiaoqun Wang 13 1 0 17 Mar 2024
Improved dimension dependence in the Bernstein von Mises Theorem via a new Laplace approximation bound A. Katsevich 30 4 0 14 Aug 2023
Tight Bounds on the Laplace Approximation Accuracy in High Dimensions A. Katsevich 22 5 0 28 May 2023
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model V. Spokoiny 28 3 0 16 May 2023
On the Approximation Accuracy of Gaussian Variational Inference A. Katsevich Philippe Rigollet 41 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 Mikolaj Kasprzak Ryan Giordano Tamara Broderick 33 4 0 29 Sep 2022
Polynomial time guarantees for sampling based posterior inference in high-dimensional generalised linear models R. Altmeyer 28 4 0 28 Aug 2022
Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation V. Spokoiny 33 22 0 23 Apr 2022
On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems Jan Bohr Richard Nickl 13 17 0 17 May 2021