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math.ST2019★ 2 cited
Error bounds for some approximate posterior measures in Bayesian inference
Han Cheng Lie, T. J. Sullivan, Aretha Teckentrup
In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational…
math.OC2019★ 1 cited
On a degeneracy ratio for bounded convex polytopes
Nada Cvetković, Han Cheng Lie
We consider a quantity that measures the roundness of a bounded, convex -polytope in . We majorise this quantity in terms of the smallest singular value of the mat…