Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Fast Bayesian Coresets via Subsampling and Quasi-Newton Refinement   Bayesian coresets approximate a posterior distribution by building a small
weighted subset of the data points. Any inference procedure that is too
computationally expensive to be run on the full posterior can instead be run
inexpensively on the coreset, with results that approximate those on the full
data. However, current approaches are limited by either a significant run-time
or the need for the user to specify a low-cost approximation to the full
posterior. We propose a Bayesian coreset construction algorithm that first
selects a uniformly random subset of data, and then optimizes the weights using
a novel quasi-Newton method. Our algorithm is simple to implement, does not
require the user to specify a low-cost posterior approximation, and is the
first to come with a general high-probability bound on the KL divergence of the
output coreset posterior. Experiments demonstrate that the method provides
orders of magnitude improvement in construction time against the
state-of-the-art black-box method. Moreover, it provides significant
improvements in coreset quality against alternatives with comparable
construction times, with far less storage cost and user input required.

37
The categories of this paper are: supr-con
15
The categories of this paper are: nucl-ex
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
20
The categories of this paper are: acc-phys
22
The categories of this paper are: chao-dyn
7
The categories of this paper are: hep-th
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
33
The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
29
The categories of this paper are: funct-an
8
The categories of this paper are: hep-ex
14
The categories of this paper are: math-ph
17
The categories of this paper are: q-fin
11
The categories of this paper are: hep-lat