
Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization
Control variates are a wellestablished tool to reduce the variance of M...
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Bayesian Probabilistic Numerical Integration with TreeBased Models
Bayesian quadrature (BQ) is a method for solving numerical integration p...
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Convergence Guarantees for Gaussian Process Approximations Under Several Observation Models
Gaussian processes are ubiquitous in statistical analysis, machine learn...
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Contributed Discussion of "A Bayesian Conjugate Gradient Method"
We would like to congratulate the authors of "A Bayesian Conjugate Gradi...
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Minimum Stein Discrepancy Estimators
When maximum likelihood estimation is infeasible, one often turns to sco...
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Statistical Inference for Generative Models with Maximum Mean Discrepancy
While likelihoodbased inference and its variants provide a statisticall...
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Stein Point Markov Chain Monte Carlo
An important task in machine learning and statistics is the approximatio...
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Rejoinder for "Probabilistic Integration: A Role in Statistical Computation?"
This article is the rejoinder for the paper "Probabilistic Integration: ...
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Stein Points
An important task in computational statistics and machine learning is to...
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Bayesian Quadrature for Multiple Related Integrals
Bayesian probabilistic numerical methods are a set of tools providing po...
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On the Sampling Problem for Kernel Quadrature
The standard Kernel Quadrature method for numerical integration with ran...
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Geometry and Dynamics for Markov Chain Monte Carlo
Markov Chain Monte Carlo methods have revolutionised mathematical comput...
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Probabilistic Integration: A Role in Statistical Computation?
A research frontier has emerged in scientific computation, wherein numer...
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FrankWolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees
There is renewed interest in formulating integration as an inference pro...
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FrancoisXavier Briol
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