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math.ST2025
Constructive Disintegration and Conditional Modes
Nathaël Da Costa, Marvin Pförtner, Jon Cockayne
Conditioning, the central operation in Bayesian statistics, is formalised by the notion of disintegration of measures. However, due to the implicit nature of their definition, cons…
math.DG2025
Geometric Gaussian Approximations of Probability Distributions
Nathaël Da Costa, Bálint Mucsányi, Philipp Hennig
Approximating complex probability distributions, such as Bayesian posterior distributions, is of central interest in many applications. We study the expressivity of geometric Gauss…