惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Microsoft Azure Blog
Microsoft Azure Blog
WordPress大学
WordPress大学
小众软件
小众软件
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
V
V2EX
Hugging Face - Blog
Hugging Face - Blog
美团技术团队
博客园 - 三生石上(FineUI控件)
Last Week in AI
Last Week in AI
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - Franky
Microsoft Security Blog
Microsoft Security Blog
Y
Y Combinator Blog
A
About on SuperTechFans
The GitHub Blog
The GitHub Blog
U
Unit 42
H
Hackread – Cybersecurity News, Data Breaches, AI and More
云风的 BLOG
云风的 BLOG
IT之家
IT之家
MyScale Blog
MyScale Blog
V
Visual Studio Blog
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
I
InfoQ
博客园 - 司徒正美

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
On the positivity and magnitudes of Bayesian quadrature w...
Toni Karvonen, Motonobu Kanagawa, Simo Särkkä · 2018-12-20 · via math.ST updates on arXiv.org

This article reviews and studies the properties of Bayesian quadrature weights, which strongly affect stability and robustness of the quadrature rule. Specifically, we investigate conditions that are needed to guarantee that the weights are positive or to bound their magnitudes. First, it is shown that the weights are positive in the univariate case if the design points locally minimise the posterior integral variance and the covariance kernel is totally positive (e.g., Gaussian and Hardy kernels). This suggests that gradient-based optimisation of design points may be effective in constructing stable and robust Bayesian quadrature rules. Secondly, we show that magnitudes of the weights admit an upper bound in terms of the fill distance and separation radius if the RKHS of the kernel is a Sobolev space (e.g., Matérn kernels), suggesting that quasi-uniform points should be used. A number of numerical examples demonstrate that significant generalisations and improvements appear to be possible, manifesting the need for further research.