[ΒΙΒΛΙΟ][B] Bayesian non-linear statistical inverse problems

R Nickl - 2023 - statslab.cam.ac.uk
Mathematics in Zurich has a long and distinguished tradition, in which the writing of lecture
notes volumes and research monographs plays a prominent part. The Zurich Lectures in …

Variational Bayes for high-dimensional linear regression with sparse priors

K Ray, B Szabó - Journal of the American Statistical Association, 2022 - Taylor & Francis
We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian
model selection priors in sparse high-dimensional linear regression. Under compatibility …

Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors

F Monard, R Nickl, GP Paternain - The Annals of Statistics, 2021 - projecteuclid.org
Bayesian inference and uncertainty quantification in a general class of nonlinear inverse
regression models is considered. Analytic conditions on the regression model {G (θ): θ∈ Θ} …

Learning interaction kernels in heterogeneous systems of agents from multiple trajectories

F Lu, M Maggioni, S Tang - Journal of Machine Learning Research, 2021 - jmlr.org
Systems of interacting particles, or agents, have wide applications in many disciplines,
including Physics, Chemistry, Biology and Economics. These systems are governed by …

Spike and slab variational Bayes for high dimensional logistic regression

K Ray, B Szabó, G Clara - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for
Bayesian inference. We study a mean-field spike and slab VB approximation of widely used …

Semiparametric inference using fractional posteriors

A L'Huillier, L Travis, I Castillo, K Ray - The Journal of Machine Learning …, 2023 - dl.acm.org
We establish a general Bernstein-von Mises theorem for approximately linear
semiparametric functionals of fractional posterior distributions based on nonparametric …

Mean-field nonparametric estimation of interacting particle systems

R Yao, X Chen, Y Yang - Conference on Learning Theory, 2022 - proceedings.mlr.press
This paper concerns the nonparametric estimation problem of the distribution-state
dependent drift vector field in an interacting $ N $-particle system. Observing single …

[PDF][PDF] Bayesian nonparametric statistics, St-Flour lecture notes

IÃĢ Castillo - arxiv preprint arxiv:2402.16422, 2024 - arxiv.org
arxiv:2402.16422v1 [math.ST] 26 Feb 2024 Page 1 Bay!ian nonparamet"c #at$tics St-Flour
lecture notes Ismaël Castillo arxiv:2402.16422v1 [math.ST] 26 Feb 2024 Page 2 2 Principe. Si …

Sup-norm adaptive drift estimation for multivariate nonreversible diffusions

C Aeckerle-Willems, C Strauch - The Annals of Statistics, 2022 - projecteuclid.org
The supplementary file contains the proofs of the presented results. With respect to
numbering, notation, and context it is written as a seamless continuation of the main article …

Statistical Spatially Inhomogeneous Diffusion Inference

Y Ren, Y Lu, L Ying, GM Rotskoff - … of the AAAI Conference on Artificial …, 2024 - ojs.aaai.org
Inferring a diffusion equation from discretely observed measurements is a statistical
challenge of significant importance in a variety of fields, from single-molecule tracking in …