Measuring sample quality with diffusions

Jackson Gorham, Andrew B Duncan, Sebastian Vollmer, Lester Mackey
October 2019
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Abstract

Project Euclid - mathematics and statistics online

Type
2
Publication
Ann. Appl. Probab.
"Multivariate Stein Factors; Itô Diffusion; Stein's Method; Stein Discrepancy; Sample Quality; Wasserstein Decay; Markov Chain Monte Carlo"
Sebastian Vollmer
Sebastian Vollmer
Professor for Applications of Machine Learning

My research interests lie at the interface of applied probability, statistical inference and machine learning.