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An approach to large-scale quasi-Bayesian inference with spike-and-slab priors.arXiv preprint arXiv:1803.10282

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Early-stopped aggregation: Adaptive inference with computational efficiency

math.ST · 2026-04-15 · unverdicted · novelty 6.0

Early-stopped aggregation performs adaptive model selection and aggregation by halting at simpler models via an early-stopping criterion, achieving optimal contraction rates with reduced computation in variational Bayes and penalized estimation.

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