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

23 April 2022

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

15 / 15 papers shown

Title
Gradient-free optimization via integration Christophe Andrieu N. Chopin Ettore Fincato Mathieu Gerber 15 0 0 01 Aug 2024
Coding schemes in neural networks learning classification tasks Alexander van Meegen H. Sompolinsky 44 6 0 24 Jun 2024
The Laplace asymptotic expansion in high dimensions Anya Katsevich 36 2 0 18 Jun 2024
Dimension-free Structured Covariance Estimation Nikita Puchkin Maxim Rakhuba 19 1 0 15 Feb 2024
Improved dimension dependence in the Bernstein von Mises Theorem via a new Laplace approximation bound A. Katsevich 36 4 0 14 Aug 2023
Tight Bounds on the Laplace Approximation Accuracy in High Dimensions A. Katsevich 27 5 0 28 May 2023
Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descent Tianle Liu Promit Ghosal Krishnakumar Balasubramanian Natesh S. Pillai 38 9 0 23 May 2023
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model V. Spokoiny 28 3 0 16 May 2023
Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space Michael Diao Krishnakumar Balasubramanian Sinho Chewi Adil Salim BDL 37 21 0 10 Apr 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
Normal approximation for the posterior in exponential families Adrian Fischer Robert E. Gaunt Gesine Reinert Yvik Swan 20 5 0 19 Sep 2022
Finite samples inference and critical dimension for stochastically linear models V. Spokoiny 36 2 0 17 Jan 2022
Laplace and Saddlepoint Approximations in High Dimensions Yanbo Tang Nancy Reid 16 7 0 22 Jul 2021
Posterior contraction rates for non-parametric state and drift estimation Sebastian Reich P. Rozdeba 29 5 0 20 Mar 2020