Bayesian coreset construction via greedy iterative geodesic ascent
Coherent uncertainty quantification is a key strength of Bayesian methods. But modern algorithms for approximate Bayesian posterior inference often sacrifice accurate posterior uncertainty estimation in the pursuit of scalability. This work shows that previous Bayesian coreset construction algorithm...
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| Format: | Article |
| Language: | English |
| Published: |
MIT Press
2020
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| Online Access: | https://hdl.handle.net/1721.1/128781 |