Preprints
- The surrogate Gibbs-posterior of a corrected stochastic MALA: Towards uncertainty quantification for neural networks with Sebastian Bieringer, Gregor Kasieczka and Mathias Trabs, arXiv:2310.09335. A previous version of the preprint was entitled "Statistical guarantees for stochastic Metropolis-Hastings".
- AdamMCMC: Combining Metropolis adjusted Langevin with momentum-based optimization with Sebastian Bieringer, Gregor Kasieczka and Mathias Trabs, arXiv:2312.14027
- Estimating a multivariate Lévy density based on discrete observations, arXiv:2305.14315
Publikationen
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Steffen, M. F.; Trabs, M.
A PAC-Bayes Oracle Inequality for Sparse Neural Networks
2026. Applications of Mathematics in Sciences, Engineering, and Economics – MathSEE Symposium, Karlsruhe, September 27–29, 2023. Ed.: A. Ott, 131–151, Springer Nature Switzerland. doi:10.1007/978-3-032-01279-1_7 -
Steffen, M. F.
PAC-Bayes estimation for high-dimensional multi-index models with unknown active dimension
2025. Japanese Journal of Statistics and Data Science. doi:10.1007/s42081-025-00309-x