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

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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

Peer reviewed articles (8)

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

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): 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