2 papers
stat.ML2025
A variational Bayes approach to inference for low-dimensional parameters in high-dimensional linear regression
Ismaël Castillo, Ismaël Castillo, Alice L'Huillier +2
We propose a scalable variational Bayes method for statistical inference for a single or pre-specified low-dimensional subset of the coordinates of a high-dimensional parameter in…
math.ST2024
Semiparametric inference using fractional posteriors
Alice L'Huillier, Luke Travis, Ismaël Castillo +1
We establish a general Bernstein--von Mises theorem for approximately linear semiparametric functionals of fractional posterior distributions based on nonparametric priors. This is…