Sub-network Laplace approximations always underestimate an idealized predictive variance, and the proposed gradient- and greedy-based parameter selection rules provably close that gap better than existing heuristics.
arXiv preprint arXiv:2211.06516 , year=
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Optimality of Sub-network Laplace Approximations: New Results and Methods
Sub-network Laplace approximations always underestimate an idealized predictive variance, and the proposed gradient- and greedy-based parameter selection rules provably close that gap better than existing heuristics.
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