research
∙
08/19/2023
Transporting Higher-Order Quadrature Rules: Quasi-Monte Carlo Points and Sparse Grids for Mixture Distributions
Integration against, and hence sampling from, high-dimensional probabili...
share
research
∙
08/15/2023
Nonnegative matrix factorization for coherent set identification by direct low rank maximum likelihood estimation
We analyze connections between two low rank modeling approaches from the...
research
∙
06/28/2023
A `periodic table' of modes and maximum a posteriori estimators
The last decade has seen many attempts to generalise the definition of m...
research
∙
04/10/2023
Graph Convex Hull Bounds as generalized Jensen Inequalities
Jensen's inequality is ubiquitous in measure and probability theory, sta...
research
∙
07/01/2022
Maximum a posteriori estimators in ℓ^p are well-defined for diagonal Gaussian priors
We prove that maximum a posteriori estimators are well-defined for diago...
research
∙
08/10/2021
Γ-convergence of Onsager-Machlup functionals. Part II: Infinite product measures on Banach spaces
We derive Onsager-Machlup functionals for countable product measures on ...
research
∙
08/10/2021
Γ-convergence of Onsager-Machlup functionals. Part I: With applications to maximum a posteriori estimation in Bayesian inverse problems
The Bayesian solution to a statistical inverse problem can be summarised...
research
∙
08/27/2020
The linear conditional expectation in Hilbert space
The linear conditional expectation (LCE) provides a best linear (or rath...
research
∙
12/02/2019
A Rigorous Theory of Conditional Mean Embeddings
Conditional mean embeddings (CME) have proven themselves to be a powerfu...
research
∙
05/18/2018
Markov Chain Importance Sampling - a highly efficient estimator for MCMC
Markov chain algorithms are ubiquitous in machine learning and statistic...
research
∙
05/04/2018