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On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems

17 May 2021

Papers citing "On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems"

28 / 28 papers shown

Title
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions Afonso S. Bandeira Antoine Maillard Richard Nickl Sven Wang 52 8 0 05 Sep 2022
On some information-theoretic aspects of non-linear statistical inverse problems Richard Nickl G. Paternain 64 9 0 20 Jul 2021
Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem Hanne Kekkonen 39 12 0 24 Mar 2021
Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems T. Helin Remo Kretschmann 47 18 0 11 Dec 2020
On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms Richard Nickl Sven Wang 39 41 0 11 Sep 2020
Statistical guarantees for Bayesian uncertainty quantification in non-linear inverse problems with Gaussian process priors F. Monard Richard Nickl G. Paternain 49 36 0 31 Jul 2020
Free Energy Wells and Overlap Gap Property in Sparse PCA Gerard Ben Arous Alexander S. Wein Ilias Zadik 45 34 0 18 Jun 2020
Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem M. Giordano Richard Nickl 70 62 0 16 Oct 2019
Consistent Inversion of Noisy Non-Abelian X-Ray Transforms F. Monard Richard Nickl G. Paternain 41 58 0 02 May 2019
On the Convergence of the Laplace Approximation and Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian Inverse Problems C. Schillings Björn Sprungk Philipp Wacker 61 66 0 13 Jan 2019
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions Richard Nickl Kolyan Ray 58 52 0 03 Oct 2018
Convergence rates for Penalised Least Squares Estimators in PDE-constrained regression problems Richard Nickl Sara van de Geer Sven Wang 53 61 0 24 Sep 2018
Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes Richard Nickl Jakob Sohl 49 36 0 22 Sep 2017
Efficient Nonparametric Bayesian Inference For X-Ray Transforms F. Monard Richard Nickl G. Paternain 56 57 0 21 Aug 2017
Bernstein - von Mises theorems for statistical inverse problems I: Schrödinger equation Richard Nickl 80 76 0 06 Jul 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 93 356 0 05 May 2016
Probabilistic Integration: A Role in Statistical Computation? François‐Xavier Briol Chris J. Oates Mark Girolami Michael A. Osborne Dino Sejdinovic 64 53 0 03 Dec 2015
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 60 76 0 19 Oct 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 71 415 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 86 516 0 23 Dec 2014
Adaptive Bernstein-von Mises theorems in Gaussian white noise Kolyan Ray 96 56 0 12 Jul 2014
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures I. Castillo Richard Nickl 97 130 0 09 Oct 2013
Posterior Consistency for Bayesian Inverse Problems through Stability and Regression Results Sebastian J. Vollmer 116 56 0 17 Feb 2013
Can local particle filters beat the curse of dimensionality? Patrick Rebeschini R. Handel 123 239 0 28 Jan 2013
Nonparametric Bernstein-von Mises theorems in Gaussian white noise I. Castillo Richard Nickl 137 147 0 19 Aug 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 102 188 0 06 Dec 2011
Rates of contraction of posterior distributions based on Gaussian process priors Van der Vaart V. Zanten 223 433 0 18 Jun 2008
On the Computational Complexity of MCMC-based Estimators in Large Samples A. Belloni Victor Chernozhukov 583 95 0 17 Apr 2007