π For any, already-derived, symmetric approximation of a generic posterior distribution, we provide, at no additional optimization costs, a similarly-tractable, yet provably more accurate, skew-symmetric approximation! (https://t.co/6N7SrE4HC2) (with @FraPozza and @BotondSzabo6)
Our paper "Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity" has been accepted by the Annals of Statistics! πππ
Thanks to my coauthors @DanieleDurante2 and @PierreAlquier for sharing this amazing journey! π
https://t.co/YfsW1Qvqf2
The skewed Bernstein-von Mises theorem is online https://t.co/Yac4NwZ0LV. With @FraPozza and @BotondSzabo6 we derive a new limiting law given by tractable generalized skew-normals that remarkably improves the convergence rate (and practical accuracy) of the classical BvM result!