{"paper":{"title":"Provably Efficient Posterior Sampling for Sparse Linear Regression via Measure Decomposition","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"stat.ME","authors_text":"Andrea Montanari, Yuchen Wu","submitted_at":"2024-06-27T22:05:35Z","abstract_excerpt":"We consider the problem of sampling from the posterior distribution of a $d$-dimensional coefficient vector $\\boldsymbol{\\theta}$, given linear observations $\\boldsymbol{y} = \\boldsymbol{X}\\boldsymbol{\\theta}+\\boldsymbol{\\varepsilon}$. In general, such posteriors are multimodal, and therefore challenging to sample from. This observation has prompted the exploration of various heuristics that aim at approximating the posterior distribution.\n  In this paper, we study a different approach based on decomposing the posterior distribution into a log-concave mixture of simple product measures. This d"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2406.19550","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2406.19550/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}