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05/22/2023
Bayesian Numerical Integration with Neural Networks
Bayesian probabilistic numerical methods for numerical integration offer...
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03/08/2023
Meta-learning Control Variates: Variance Reduction with Limited Data
Control variates can be a powerful tool to reduce the variance of Monte ...
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02/09/2023
Robust and Scalable Bayesian Online Changepoint Detection
This paper proposes an online, provably robust, and scalable Bayesian ap...
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01/27/2023
Optimally-Weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference
Likelihood-free inference methods typically make use of a distance betwe...
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10/15/2022
Multilevel Bayesian Quadrature
Multilevel Monte Carlo is a key tool for approximating integrals involvi...
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09/15/2022
Towards Healing the Blindness of Score Matching
Score-based divergences have been widely used in machine learning and st...
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06/16/2022
Generalised Bayesian Inference for Discrete Intractable Likelihood
Discrete state spaces represent a major computational challenge to stati...
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02/09/2022
Robust Bayesian Inference for Simulator-based Models via the MMD Posterior Bootstrap
Simulator-based models are models for which the likelihood is intractabl...
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12/03/2021
ProbNum: Probabilistic Numerics in Python
Probabilistic numerical methods (PNMs) solve numerical problems via prob...
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11/19/2021
Composite Goodness-of-fit Tests with Kernels
Model misspecification can create significant challenges for the impleme...
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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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06/22/2021
Discrepancy-based Inference for Intractable Generative Models using Quasi-Monte Carlo
Intractable generative models are models for which the likelihood is una...
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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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04/15/2021
Robust Generalised Bayesian Inference for Intractable Likelihoods
Generalised Bayesian inference updates prior beliefs using a loss functi...
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10/16/2020
The Ridgelet Prior: A Covariance Function Approach to Prior Specification for Bayesian Neural Networks
Bayesian neural networks attempt to combine the strong predictive perfor...
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06/12/2020
Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization
Control variates are a well-established tool to reduce the variance of M...
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06/09/2020
Bayesian Probabilistic Numerical Integration with Tree-Based Models
Bayesian quadrature (BQ) is a method for solving numerical integration p...
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01/29/2020
Convergence Guarantees for Gaussian Process Approximations Under Several Observation Models
Gaussian processes are ubiquitous in statistical analysis, machine learn...
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08/08/2019
Contributed Discussion of "A Bayesian Conjugate Gradient Method"
We would like to congratulate the authors of "A Bayesian Conjugate Gradi...
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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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11/26/2018
Rejoinder for "Probabilistic Integration: A Role in Statistical Computation?"
This article is the rejoinder for the paper "Probabilistic Integration: ...
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03/27/2018
Stein Points
An important task in computational statistics and machine learning is to...
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01/12/2018
Bayesian Quadrature for Multiple Related Integrals
Bayesian probabilistic numerical methods are a set of tools providing po...
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06/11/2017
On the Sampling Problem for Kernel Quadrature
The standard Kernel Quadrature method for numerical integration with ran...
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05/08/2017
Geometry and Dynamics for Markov Chain Monte Carlo
Markov Chain Monte Carlo methods have revolutionised mathematical comput...
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12/03/2015
Probabilistic Integration: A Role in Statistical Computation?
A research frontier has emerged in scientific computation, wherein numer...
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06/08/2015