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math.ST2022★ 1 cited
How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences
Mikołaj J. Kasprzak, Ryan Giordano, Tamara Broderick
The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But app…
math.ST2019★ 11 cited
A Higher-Order Swiss Army Infinitesimal Jackknife
Ryan Giordano, Michael I. Jordan, Tamara Broderick
Cross validation (CV) and the bootstrap are ubiquitous model-agnostic tools for assessing the error or variability of machine learning and statistical estimators. However, these me…