Related papers: Tight Bounds on the Laplace Approximation Accuracy…
The leading asymptotics of the truncation error for Gauss's continued fraction is determined exactly. Not only for this purpose but also for wider applicability elsewhere the discrete analogue of Laplace's method for hypergeometric series…
Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…
This paper presents a new approach for solving the close evaluation problem in three dimensions, commonly encountered while solving linear elliptic partial differential equations via potential theory. The goal is to evaluate layer…
In this work we construct Gaussian beam approximations to solutions of the high frequency Helmholtz equation with a localized source. Under the assumption of non-trapping rays we show error estimates between the exact outgoing solution and…
A method to compute guaranteed lower bounds to the eigenvalues of the Maxwell system in two or three space dimensions is proposed as a generalization of the method of Liu and Oishi [SIAM J. Numer. Anal., 51, 2013] for the Laplace operator.…
Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…
This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…
In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…
The linearized-Laplace approximation (LLA) has been shown to be effective and efficient in constructing Bayesian neural networks. It is theoretically compelling since it can be seen as a Gaussian process posterior with the mean function…
The simulation of physical phenomena with computer models relies on the estimation of physical and/or numerical parameters calibrated to fit experimental data. The approximations within the computer model and the errors in the measurements…
The coordinate-wise median is a classic and most well-studied strategy-proof mechanism in social choice and facility location scenarios. Surprisingly, there is no systematic study of its approximation ratio in $d$-dimensional spaces. The…
In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…
Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…
A new estimator for three-center two-particle Coulomb integrals is presented. Our estimator is exact for some classes of integrals and is much more efficient than the standard Schwartz counterpart due to the proper account of distance…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
Time harmonic inverse scattering using accurate forward models is often computationally expensive. On the other hand, the use of computationally efficient solvers, such as the Born approximation, may fail if the targets do not satisfy the…
We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…
We prove that the classic approximation guarantee for the higher-order singular value decomposition (HOSVD) is tight by constructing a tensor for which HOSVD achieves an approximation ratio of $N/(1+\varepsilon)$, for any $\varepsilon > 0$.…