How good is your Gaussian approximation of the posterior? Finite-sample computable error bounds for a variety of useful divergences

Reference : How good is your Gaussian approximation of the posterior? Finite-sample computable er...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/53906

Title :	How good is your Gaussian approximation of the posterior? Finite-sample computable error bounds for a variety of useful divergences
Language :	English
Author, co-author :	Kasprzak, Mikolaj [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Giordano, Ryan [Massachusetts Institute of Technology - MIT]
	Broderick, Tamara [Massachusetts Institute of Technology - MIT]
Publication date :	2022
Peer reviewed :	No
Funders :	European Commission - EC
Permalink :	http://hdl.handle.net/10993/53906
source URL :	https://arxiv.org/abs/2209.14992

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