Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Bayesian inference via sparse Hamiltonian flows   A Bayesian coreset is a small, weighted subset of data that replaces the full
dataset during Bayesian inference, with the goal of reducing computational
cost. Although past work has shown empirically that there often exists a
coreset with low inferential error, efficiently constructing such a coreset
remains a challenge. Current methods tend to be slow, require a secondary
inference step after coreset construction, and do not provide bounds on the
data marginal evidence. In this work, we introduce a new method -- sparse
Hamiltonian flows -- that addresses all three of these challenges. The method
involves first subsampling the data uniformly, and then optimizing a
Hamiltonian flow parametrized by coreset weights and including periodic
momentum quasi-refreshment steps. Theoretical results show that the method
enables an exponential compression of the dataset in a representative model,
and that the quasi-refreshment steps reduce the KL divergence to the target.
Real and synthetic experiments demonstrate that sparse Hamiltonian flows
provide accurate posterior approximations with significantly reduced runtime
compared with competing dynamical-system-based inference methods.

11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
19
The categories of this paper are: eess
2
The categories of this paper are: math
0
The categories of this paper are: hep-ph
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
17
The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
18
The categories of this paper are: econ
5
The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
29
The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol