KT-MFLD thins the particle system in mean-field Langevin dynamics to O(N^{3/2}) complexity with convergence guarantees matching standard MFLD up to logarithmic factors.
arXiv preprint arXiv:2509.10393 , year=
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EKF-PrO is a fast linear-Gaussian approximation to predictively-oriented posteriors for online filtering, with no tunable hyperparameters and cost comparable to standard methods.
Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.
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Predictively-Oriented Kalman Filtering
EKF-PrO is a fast linear-Gaussian approximation to predictively-oriented posteriors for online filtering, with no tunable hyperparameters and cost comparable to standard methods.
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Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.