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Dimension scaling of posterior parameters for Bayesian logistic regression in TBI

Determine how the Bayesian logistic regression posterior mean μ_{θ|y} and covariance Σ_{θ|y}, and the scalar M_{θ|y} = μ_{θ|y}ᵀΣ_{θ|y}μ_{θ|y}, scale with the parameter dimension d under the proposed thermodynamic Langevin sampling protocol, so as to derive rigorous time-complexity bounds that do not rely on ad-hoc assumptions.

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Background

For Bayesian logistic regression, the derived runtime bound depends on a scalar quantity M_{θ|y} involving the posterior mean and covariance (M_{θ|y} = μ{θ|y}ᵀΣ{θ|y}μ{θ|y}). The authors’ analysis shows logarithmic dependence on d provided that M{θ|y} grows at most linearly with dimension.

The paper explicitly states that there are currently no results constraining the dimensional scaling of μ{θ|y} and Σ{θ|y}, making the overall time bound contingent on an ad-hoc assumption. Establishing these scaling properties would make the complexity guarantees rigorous.

References

This result leaves something to be desired, as it involves the posterior mean and covariance, and as of yet we have no results constraining the scaling of these parameters with dimension.

Thermodynamic Bayesian Inference (2410.01793 - Aifer et al., 2 Oct 2024) in Section 3.1 (Time Complexity — Logistic Regression)