3 papers
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…
cs.LG2024
FSP-Laplace: Function-Space Priors for the Laplace Approximation in Bayesian Deep Learning
Tristan Cinquin, Marvin Pförtner, Vincent Fortuin +2
Laplace approximations are popular techniques for endowing deep networks with epistemic uncertainty estimates as they can be applied without altering the predictions of the trained…
cs.LG2024
Computation-Aware Kalman Filtering and Smoothing
Marvin Pförtner, Jonathan Wenger, Jon Cockayne +1
Kalman filtering and smoothing are the foundational mechanisms for efficient inference in Gauss-Markov models. However, their time and memory complexities scale prohibitively with…