Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation.
Vladimir G. SpokoinyPublished in: CoRR (2022)
Keyphrases
- high dimensional
- error tolerance
- high accuracy
- worst case
- approximation error
- computational cost
- error bounds
- finite sample
- high dimensionality
- high dimension
- relative error
- upper bound
- asymptotically optimal
- approximation methods
- classification accuracy
- dimensional data
- approximation algorithms
- large deviations
- closed form expressions
- stage stochastic programs
- lower and upper bounds
- computational complexity
- low dimensional
- dimensionality reduction
- data points
- lower bound
- variable selection
- high dimensional data
- multi dimensional
- nearest neighbor
- marginal likelihood
- rates of convergence
- lower dimension
- exact answers
- feature space