Provable Scalability for high-dimensional Bayesian Learning

Project Information

PrSc-HDBayLe

Grant agreement ID: 101076564

DOI

10.3030/101076564

EC signature date 1 December 2022

Start date 1 May 2023

End date 30 April 2028

Funded under

• European Research Council (ERC)

Total cost

€ 1 488 673,00

EU contribution

€ 1 488 673,00

Coordinated by

UNIVERSITA COMMERCIALE LUIGI BOCCONI
Italy

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Conference proceedings (2)

MCMC Methods for Multi-modal Distributions

Author(s): Krzysztof Łatuszyński, Matthew T. Moores, Timothée Stumpf-Fétizon
Published in: "“Handbook of Markov Chain Monte Carlo""", Issue 2nd edition, 2025
Publisher: Arxiv
DOI: 10.48550/ARXIV.2501.05908

Robust Approximate Sampling via Stochastic Gradient Barker Dynamics

Author(s): Mauri, Lorenzo; Zanella, Giacomo
Published in: Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, Issue PMLR 238:2107-2115, 2024
Publisher: AISTATS 2024
DOI: 10.48550/ARXIV.2405.08999

Peer reviewed articles (11)

Scalable Bayesian computation for crossed and nested hierarchical models

Author(s): Omiros Papaspiliopoulos, Timothée Stumpf-Fétizon, Giacomo Zanella
Published in: Electronic Journal of Statistics, 2023, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics and Bernoulli Society
DOI: 10.48550/ARXIV.2103.10875

Journal of the American Statistical Association

Author(s): Andrea Pandolfi; Omiros Papaspiliopoulos; Giacomo Zanella
Published in: Journal of the American Statistical Association, 2025, ISSN 0162-1459
Publisher: jstor
DOI: 10.48550/ARXIV.2411.04729

Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity

Author(s): Lavenant, Hugo; Zanella, Giacomo
Published in: SIAM Journal on Optimization, 2024, ISSN 1052-6234
Publisher: Society for Industrial and Applied Mathematics
DOI: 10.48550/ARXIV.2406.07292

On the fundamental limitations of multi-proposal Markov chain Monte Carlo algorithms

Author(s): F Pozza; G Zanella
Published in: Biometrika, Issue Vol. 112, n. 2, 2025, ISSN 1464-3510
Publisher: Oxford Academic
DOI: 10.48550/ARXIV.2410.23174

Electronic Journal of Statistics

Author(s): Papaspiliopoulos, Omiros; Stumpf-Fetizon, Timothee; Zanella, Giacomo
Published in: Electronic Journal of Statistics, Issue 17(2), 3575-3612, 2023, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics
DOI: 10.48550/ARXIV.2103.10875

On the fundamental limitations of multi-proposal Markov chain Monte Carlo algorithms

Author(s): Francesco Pozza, Giacomo Zanella
Published in: Biometrika, 2025, ISSN 0006-3444
Publisher: Oxford University Press
DOI: 10.48550/ARXIV.2410.23174

Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models

Author(s): Filippo Ascolani, Giacomo Zanella
Published in: The Annals of Statistics, Issue 52, 2024, ISSN 0090-5364
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/24-AOS2367

Skewed Bernstein–von Mises theorem and skew-modal approximations

Author(s): Daniele Durante, Francesco Pozza, Botond Szabo
Published in: The Annals of Statistics, 2024, ISSN 0090-5364
Publisher: Institute of Mathematical Statistics
DOI: 10.48550/ARXIV.2301.03038

Robust leave-one-out cross-validation for high-dimensional Bayesian models

Author(s): Silva, Luca Alessandro; Zanella, Giacomo
Published in: Journal of the American Statistical Association, 2023, ISSN 0162-1459
Publisher: Taylor & Francis
DOI: 10.48550/ARXIV.2209.09190

Partially factorized variational inference for high-dimensional mixed models

Author(s): Max Goplerud, Omiros Papaspiliopoulos, Giacomo Zanella
Published in: Biometrika, 2024, ISSN 0006-3444
Publisher: Oxford University Press
DOI: 10.48550/ARXIV.2312.13148

Improving multiple-try metropolis with local balancing

Author(s): Philippe Gagnon, Florian Maire, Giacomo Zanella
Published in: The Journal of Machine Learning Research, 2023, ISSN 1532-4435
Publisher: JMLR.org
DOI: 10.48550/ARXIV.2211.11613

Other (1)

Entropy contraction of the Gibbs sampler under log-concavity

Author(s): Ascolani, Filippo; Lavenant, Hugo; Zanella, Giacomo
Published in: 2024
Publisher: ArXiv
DOI: 10.48550/ARXIV.2410.00858