Bayesian coresets: Revisiting the nonconvex optimization perspective
Bayesian coresets have emerged as a promising approach for implementing scalable
Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of …
Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of …
High-dimensional portfolio selection with cardinality constraints
The expanding number of assets offers more opportunities for investors but poses new
challenges for modern portfolio management (PM). As a central plank of PM, portfolio …
challenges for modern portfolio management (PM). As a central plank of PM, portfolio …
Efficient sparse probability measures recovery via Bregman gradient
J Pan, M Yan - arXiv preprint arXiv:2403.02861, 2024 - arxiv.org
This paper presents an algorithm tailored for the efficient recovery of sparse probability
measures incorporating $\ell_0 $-sparse regularization within the probability simplex …
measures incorporating $\ell_0 $-sparse regularization within the probability simplex …
Bayesian methods for statistical network analysis and data subsampling
CV Naik - 2022 - ora.ox.ac.uk
Bayesian statistics provides an important framework for parameter estimation and
uncertainty quantification in a wide range of settings. Prior information on unknown …
uncertainty quantification in a wide range of settings. Prior information on unknown …