Mikołaj J. Kasprzak
- Practical bounds on the error of Bayesian posterior approximations: A nonasymptotic approach
2018/09/25 by Jonathan H. Huggins, Trevor Campbell, Huggins, Jonathan H. +5 · 4 citations
Computer Science · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference #Statistics Theory (math.ST)
- How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences
2022/09/29 by Mikołaj J. Kasprzak, Kasprzak, Mikołaj J., Ryan Giordano +3 · 3 citations
Computer Science · Mathematics · #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Probability (math.PR) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)