Author

Rares Grozavescu

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Preprint Sep 2026

When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems

Basis-restricted priors in Bayesian inverse problems can lose coverage when the truth has components outside the basis. We show that estimating the observation-noise variance can hide this loss. Under a linear forward model, when the in-span prior variance dominates the noise, the maximum-likelihood noise estimate abso...

Rares Grozavescu, Mark Girolami · 0 citations

#machine learning Preprint Sep 2026

Search Dimension in Unlabeled Projection Pursuit: A Scaling Law for Subspace Restriction

Projection pursuit searches for a direction along which the data look least Gaussian. When the observation space contains a large Gaussian complement, the empirical objective can be minimized by a direction that carries no signal, with empirical kurtosis as low as at the truth. Sample splitting exposes rather than repa...

Rares Grozavescu, M. Girolami · 0 citations