Related papers: Computing the quality of the Laplace approximation
Real-world data typically contain repeated and periodic patterns. This suggests that they can be effectively represented and compressed using only a few coefficients of an appropriate basis (e.g., Fourier, Wavelets, etc.). However, distance…
The aim of this note is to present a self-contained proof of the fact that a function can be approximated using a linear combination of Gaussian coherent states, with a number of terms controlled in terms of the smoothness and of the decay…
The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…
We study the problem of estimating multivariate log-concave probability density functions. We prove the first sample complexity upper bound for learning log-concave densities on $\mathbb{R}^d$, for all $d \geq 1$. Prior to our work, no…
We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…
We investigate the use of a logarithmic density variable in estimating the Lagrangian displacement field, motivated by the success of a logarithmic transformation in restoring information to the matter power spectrum. The logarithmic…
Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…
We consider the problem of approximating a function in a general nonlinear subset of $L^2$, when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…
Finding strong gravitational lenses in astronomical images allows us to assess cosmological theories and understand the large-scale structure of the universe. Previous works on lens detection do not quantify uncertainties in lens parameter…
Statistical physics is employed to evaluate the performance of error-correcting codes in the case of finite message length for an ensemble of Gallager's error correcting codes. We follow Gallager's approach of upper-bounding the average…
The transition density of a stochastic, logistic population growth model with multiplicative intrinsic noise is analytically intractable. Inferring model parameter values by fitting such stochastic differential equation (SDE) models to data…
Gaussian approximations are routinely employed in Bayesian statistics to ease inference when the target posterior is intractable. Although these approximations are asymptotically justified by Bernstein-von Mises type results, in practice…
We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poincar\'e inequality) as well as more general settings with…
Long range forecasts are the starting point of many decision support systems that need to draw inference from high-level aggregate patterns on forecasted values. State of the art time-series forecasting methods are either subject to concept…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
In complex Langevin simulations, the insufficient decay of the probability density near infinity leads to boundary terms that spoil the formal argument for correctness. We present a formulation of this term that is cheaply measurable in…
Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…
Generalized additive models (GAMs) are a well-established statistical tool for modeling complex nonlinear relationships between covariates and a response assumed to have a conditional distribution in the exponential family. In this article,…
We consider sampling from composite densities on $\mathbb{R}^d$ of the form $d\pi(x) \propto \exp(-f(x) - g(x))dx$ for well-conditioned $f$ and convex (but possibly non-smooth) $g$, a family generalizing restrictions to a convex set,…
Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…