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08/16/2023
Warped geometric information on the optimisation of Euclidean functions
We consider the fundamental task of optimizing a real-valued function de...
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09/26/2022
Targeted Separation and Convergence with Kernel Discrepancies
Maximum mean discrepancies (MMDs) like the kernel Stein discrepancy (KSD...
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03/20/2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents
In this chapter, we identify fundamental geometric structures that under...
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09/18/2021
Vector-Valued Control Variates
Control variates are post-processing tools for Monte Carlo estimators wh...
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07/23/2021
Optimization on manifolds: A symplectic approach
There has been great interest in using tools from dynamical systems and ...
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05/07/2021
Stein's Method Meets Statistics: A Review of Some Recent Developments
Stein's method is a collection of tools for analysing distributional com...
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05/06/2021
A Unifying and Canonical Description of Measure-Preserving Diffusions
A complete recipe of measure-preserving diffusions in Euclidean space wa...
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06/16/2020
Metrizing Weak Convergence with Maximum Mean Discrepancies
Theorem 12 of Simon-Gabriel Schölkopf (JMLR, 2018) seemed to close a...
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06/19/2019
Minimum Stein Discrepancy Estimators
When maximum likelihood estimation is infeasible, one often turns to sco...
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06/13/2019
Statistical Inference for Generative Models with Maximum Mean Discrepancy
While likelihood-based inference and its variants provide a statisticall...
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05/09/2019
Stein Point Markov Chain Monte Carlo
An important task in machine learning and statistics is the approximatio...
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03/21/2019
Irreversible Langevin MCMC on Lie Groups
It is well-known that irreversible MCMC algorithms converge faster to th...
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03/07/2019
Hamiltonian Monte Carlo on Symmetric and Homogeneous Spaces via Symplectic Reduction
The Hamiltonian Monte Carlo method generates samples by introducing a me...
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10/11/2018
A Riemannian-Stein Kernel Method
This paper presents a theoretical analysis of numerical integration base...
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12/05/2017
Posterior Integration on a Riemannian Manifold
The geodesic Markov chain Monte Carlo method and its variants enable com...
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05/08/2017