Unveiling Empirical Pathologies of Laplace Approximation for Uncertainty Estimation.
Maksim ZhdanovStanislav DerekaSergey KolesnikovPublished in: CoRR (2023)
Keyphrases
- update equations
- expectation propagation
- approximation error
- decision theory
- density estimation
- machine learning
- possibility theory
- importance sampling
- error bounds
- theoretical analysis
- greedy algorithm
- closed form
- belief functions
- parameter estimation
- probability theory
- least squares
- search algorithm
- estimation process
- decision making
- maximum likelihood estimator
- inherent uncertainty
- database