Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

3775112149 · May 202619922001200920172026
48 results for Bernstein von-Mises theorem

Deep Bayesian neural networks effectively select variables with rigorous uncertainty quantification.

problem High-dimensional variable selection with uncertainty.
method Developed new Bayesian non-parametric theorems for deep BNNs.
result BNNs can learn variable importance effectively in high dimensions and rigorously quantify uncertainty.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

A scalable method for accurate inference of low-dimensional parameters in high-dimensional linear regression.

problem Statistical inference for low-dimensional parameters in high-dimensional linear regression models.
method Mean-field variational Bayes approach, focusing on nuisance parameters and conditional distributions.
result Competitive numerical performance and theoretical guarantees for estimation and uncertainty quantification.

Solves parameter non-identifiability in Bayesian LTI system identification.

problem Parameter non-identifiability in standard Bayesian approaches for LTI system identification.
method Embedding canonical forms of LTI systems within the Bayesian framework.
result Unlocking the use of meaningful priors and robust uncertainty estimates.

Improves Laplace approximation for Bayesian inference on Riemannian manifolds.

problem Inaccurate Gaussian approximations for complex targets and finite-data posteriors.
method Develops alternative variants of the Laplace approximation using a Riemannian metric.
result Exact approximations at the limit of infinite data, improving practical performance.

Optimized α\alpha-posteriors reduce KL divergence from true posterior in parametric misspecification.

problem Reduction of KL divergence from true posterior in parametric model misspecification.
method Derivation of Bernstein-von Mises theorem and optimization of α\alpha-posteriors.
result Optimized α\alpha-posteriors minimize KL divergence from true posterior, especially in severe misspecification.

Bayesian model selection via mean-field variational approximation improves efficiency and accuracy.

problem Bayesian model selection under model mis-specification and latent variables.
method Mean-field variational approximation with non-asymptotic properties and geometric convergence.
result ELBO tends to select models closer to the true model than BIC as sample size increases.

New method resolves causal heterogeneity by defining a resolution profile.

problem Causal subgroup analyses often oversimplify heterogeneity into a small number of groups.
method Introduces a resolution profile as a functional of the causal feature law, using Bayesian-bootstrap inference.
result Shows that the resolution profile is a continuous path with discontinuities at knots, providing integer-valued subgroup numbers.

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number nn of individual data points, also known as tall datasets. In scenarios where data are assumed independent, various…

2015-05-11abs ↗pdf ↗

Survey Bernstein-type theorems for graphical surfaces in Euclidean and Lorentz-Minkowski spaces.

problem Proving theorems for minimal and constant mean curvature graphs in Euclidean and Lorentz-Minkowski spaces.
method Explains several proofs and provides mean curvature estimates for graphs in Euclidean and Lorentz-Minkowski spaces.
result Bernstein-type theorems for constant mean curvature graphs in Euclidean 3-space and space-like graphs in Lorentz-Minkowski 3-space.

A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational Bayes (VB) methods have emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) methods. VB methods tend to be faster while achieving comparabl…

2017-05-09abs ↗pdf ↗

We analyze SGAs for statistical inference via asymptotics, improving tuning methods.

problem Improper tuning of SGAs for optimization and sampling.
method Characterize large-sample asymptotics of SGAs via step-size and sample-size scaling limits.
result Iterate averaging with large step size is robust and asymptotically has covariance proportional to MLE's.

RSI uses Bayesian inference to monitor compliance in rule-governed domains.

problem Structural obstacles in compliance monitoring, including unlabeled outcomes and selective withholding of evidence.
method Rule-State Inference (RSI) treats formalized rules as Bayesian priors and infers compliance states through mean-field variational inference.
result RSI delivers formal guarantees of adaptability, consistency, and convergence, validated on a synthetic enterprise benchmark.

Bayesian approach improves uncertainty in deep learning models.

problem Uncertainty quantification in deep learning models.
method Bayesian point of view, Gaussian approximability, semi-parametric Bernstein-von Mises theorems.
result Bayesian credible regions have valid frequentist coverage, providing theoretical justification for deep learning.

In this paper, we study the properties of potential function of the translating soliton MM in Rn+1R^{n+1} and the volume growth of the intersection of Euclidean balls with MM. We give a condition to obtain the Bernstein theorem for the translating solitons. We also give an outline of a simple proof of the Bernstein the…

2015-06-01abs ↗pdf ↗

Paper proves a theorem about constant mean curvature surfaces in isotropic 3-space.

problem Understanding constant mean curvature surfaces in isotropic 3-space.
method Value distribution theorem of Gaussian curvature applied to CMC surfaces.
result Implication of a Bernstein-type theorem for CMC surfaces in isotropic 3-space.

Variational Bayes (VB) is a scalable alternative to Markov chain Monte Carlo (MCMC) for Bayesian posterior inference. Though popular, VB comes with few theoretical guarantees, most of which focus on well-specified models. However, models are rarely well-specified in practice. In this work, we study VB under model missp…

2019-05-26abs ↗pdf ↗

The study proves that certain constant mean curvature surfaces in a specific cone are either spheres or horospheres.

problem Characterizing constant mean curvature surfaces in a three-dimensional light cone.
method Analyzing entire constant mean curvature graphs in the light cone Q+3\mathbb{Q}^3_+ under the condition of bounded Gaussian curvature.
result Entire constant mean curvature graphs in the light cone are either horospheres or spheres.

Bayesian online learning algorithm for one-pass data, achieving frequentist validity and uncertainty quantification.

problem Theoretical limitations in Bayesian online learning, especially in the one-pass setting.
method Proposed a new Bayesian online learning algorithm with a warm-start phase for the one-pass regime, establishing convergence rates and valid uncertainty quantification.
result The sequentially updated posterior attains optimal convergence rates and valid uncertainty quantification without diverging mini-batch sample sizes.

A weighted area estimate for entire graphs with bounded weighted mean curvature in Gauss space is given by a simple proof. Bernstein type theorems for self shrinkers (\cite {wa}) as well as for graphic λλ-hypersurfaces (\cite{ chwe2}) follow immediately as consequences.

2018-03-01abs ↗pdf ↗

Improved Bayesian uncertainty quantification using variational bagging.

problem Inefficient and underestimating uncertainty in mean-field variational Bayes.
method Integrates bagging with variational Bayes for improved inference.
result Bagged variational posterior provides proper uncertainty quantification.

Bayesian nonparametric models get better posterior estimates via SPDE methods.

problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.

The paper proves conditions for zero Gaussian curvature convex hypersurfaces to be hyperplanes.

problem Conditions for zero Gaussian curvature convex hypersurfaces to be hyperplanes.
method Proving Bernstein type theorems for entire convex graphical hypersurfaces with zero Gaussian curvature in Euclidean and Minkowski contexts.
result Zero Gaussian curvature convex hypersurfaces must be hyperplanes if the mean curvature goes to zero at infinity.

In this short note we study Bernstein's type theorem of translating solitons whose images of their Gauss maps are contained in compact subsets in an open hemisphere of the standard Sn\mathbf{S}^n (see Theorem 1.1). As a special case we get a classical Bernstein's type theorem in minimal submanifolds in $\mathbf{R}^{n+1…

2013-01-17abs ↗pdf ↗

Study on uniqueness of hypersurfaces in hyperbolic space with constant mean curvature.

problem Uniqueness of hypersurfaces with constant higher order mean curvature in hyperbolic space.
method Generalization of Bernstein theorem and proof of Bernstein type results for immersed hypersurfaces.
result Rigidity of horospheres and equidistant spheres in terms of their higher order mean curvatures.