Infinite Dimensional Bayesian Posterior Operator (1)

ORCID+Zenodo integration assets for the Infinite‑Dimensional Bayesian Posterior Operator (IBPO) repo.

ORCID: 0009-0004-9601-5617 · Zenodo: connected to GitHub & ORCID

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Overview

We develop and rigorously validate an infinite-dimensional Bayesian posterior operator for updating distributions over asset weights or model parameters in function-space Bayesian frameworks. This operator sup- ports nonparametric modeling using Gaussian process priors and fully quantifies uncertainty in hierarchical asset allocation. We provide theo- retical derivation, detail each algorithmic component, and present com- prehensive empirical stress tests including noise misspecification, kernel misspecification, posterior contraction diagnostics, and eigenvalue stabil- ity checks. Our extensive tests confirm the robustness and correctness of this operator, paving the way for advanced Bayesian portfolio optimiza-

If you are looking for the paper, it is included in this repository (see paper/ or the main PDF). Test pages/materials are available in the project and were used to validate the workflow.

Why this folder exists

This / bundle adds everything you need so GitHub ⟷ Zenodo ⟷ ORCID play nicely:

• Machine-readable metadata (.zenodo.json, CITATION.cff)
• Badges & how-to-cite
• Release checklist for DOI minting via Zenodo
• Contributor, conduct, and licensing docs

Quick start (repo maintainer)

1. Connect GitHub → Zenodo (one-time): in Zenodo, enable this GitHub repository.
2. Create a tagged release on GitHub (e.g., v1.0.0). Zenodo will auto-mint a DOI.
3. Add the DOI badge: replace {ZENODO_RECORD_ID} in badges once the DOI exists.
4. ORCID auto-import: in ORCID, add the new DOI; or enable auto-update from trusted parties (Zenodo).

Installation (optional for code users)

python -m venv .venv && source .venv/bin/activate   # Windows: .venv\Scripts\activate
pip install -r requirements.txt
# then use the module as documented below

Minimal usage sketch (illustrative)

# from ibpo_module import InfiniteDimensionalBayesianPosteriorOperator

# ibpo = InfiniteDimensionalBayesianPosteriorOperator(prior="gp", noise_model="gaussian")
# post = ibpo.update(likelihood, observations)
# sample = post.sample(n=1024)

Replace with your repo's actual module paths once merged.

Tests / Example pages

The project contains test material in:

• (test pages were detected in the uploaded archive; keep them in your repo under tests/ or data/)

Use them to validate preprocessing and reproduction of key figures.

Citation

After the Zenodo DOI is minted, cite as:

@software{{CITATION_KEY}},
  author    = {Santiago de Jesus Villalobos-Gonzalez},
  title     = {{REPO_TITLE}},
  year      = {{YEAR}},
  publisher = {Zenodo},
  version   = {{VERSION}},
  doi       = {{DOI}},
  url       = {{RELEASE_URL}}
}

A human-readable CITATION.cff is included for GitHub’s citation UI.

Badges

Licensing

• Code: MIT License (LICENSE).
• Paper, figures & text: CC BY 4.0 (LICENSE-PAPER). Edit if you prefer a different scheme.

Repo housekeeping

• CONTRIBUTING.md and CODE_OF_CONDUCT.md set the tone for PRs and issues.
• CHANGELOG.md follows Keep-a-Changelog.
• RELEASE_CHECKLIST.md documents the exact Zenodo/ORCID release steps.

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Maintainer

Santiago de Jesus Villalobos-Gonzalez · ORCID 0009-0004-9601-5617

This folder was auto-generated to be dropped into the repository root.