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math.ST2022
Optimal parameter estimation for linear SPDEs from multiple measurements
Randolf Altmeyer, Anton Tiepner, Martin Wahl
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the…
math.ST2022
Polynomial time guarantees for sampling based posterior inference in high-dimensional generalised linear models
Randolf Altmeyer
The problem of computing posterior functionals in general high-dimensional statistical models with possibly non-log-concave likelihood functions is considered. Based on the proof s…