Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation-Reference-Cited by-同舟云学术

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Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation

Published:2023-09-27 Issue:3 Volume:11 Page:1044-1068
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Spokoiny Vladimir¹^ORCID

Affiliation:

1. Weierstrass Institute, 10117 Berlin, Germany; Humboldt University, 10117 Berlin, Germany; HSE University, 101000 Moscow, Russia; and The Institute for Information Transmission Problems of Russian Academy of Sciences (IITP RAS), 127051 Moscow, Russia.

Funder

Deutsche Forschungsgemeinschaft

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Reference23 articles.

1. The Bernstein–von Mises theorem and nonregular models

2. Theoretical guarantees for approximate sampling from smooth and log-concave densities

3. High-dimensional Bayesian inference via the unadjusted Langevin algorithm

4. Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems

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