The Laplace-Fisher Gate Identity supplies the variance-optimal matrix blending coefficients for Tweedie and target-score estimators under an OU diffusion, enabling improved finite-reference score estimation and posterior density surrogates.
Wilcox, Carsten Burstedde, and Omar Ghattas
4 Pith papers cite this work. Polarity classification is still indexing.
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Uncorrected Gaussian residual penalties in full-space sampling converge after marginalization to the graph-lifted reduced posterior multiplied by the inverse absolute determinant of the state Jacobian, requiring explicit determinant corrections for equivalence.
TIPreL uses a time- and position-dependent preconditioner in Langevin dynamics to address both global mode coverage and local exploration, with convergence proven in Wasserstein-2 distance under extended conditions.
New dimension and model reduction techniques for linear Bayesian inverse problems with rank-deficient priors, with approximation guarantees and efficiency demonstrations for high-dimensional inference.
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Laplace-Fisher Gate Identities for Optimal Matrix-Gated Blended Score Estimation
The Laplace-Fisher Gate Identity supplies the variance-optimal matrix blending coefficients for Tweedie and target-score estimators under an OU diffusion, enabling improved finite-reference score estimation and posterior density surrogates.
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Constraint residuals, graph posteriors, and determinant-corrected full-space targets in Bayesian inverse problems
Uncorrected Gaussian residual penalties in full-space sampling converge after marginalization to the graph-lifted reduced posterior multiplied by the inverse absolute determinant of the state Jacobian, requiring explicit determinant corrections for equivalence.
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Time-Inhomogeneous Preconditioned Langevin Dynamics
TIPreL uses a time- and position-dependent preconditioner in Langevin dynamics to address both global mode coverage and local exploration, with convergence proven in Wasserstein-2 distance under extended conditions.