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How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences
Kasprzak, Mikolaj; Giordano, Ryan; Broderick, Tamara
2022
 

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Disciplines :
Mathematics
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
Language :
English
Title :
How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences
Publication date :
2022
Funders :
CE - Commission Européenne [BE]
Available on ORBilu :
since 17 January 2023

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