Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation
In Bayesian inference problems with non-Gaussian observation noise, the posterior is only as accurate as the noise density, and gradient-based samplers need that density and its gradient evaluable pointwise, whether from an explicit expression or from code, and without an inner solve.
By Joshua Chen, Peter Jan van LeeuwenarXiv - stat.ML
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Originally published by arXiv - stat.ML on Sep 30, 2026.
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