36 citations · 130 across the 21 of their papers we have counts for
4 papers · 1 filter
Vector-Valued Control Variates
Zhuo Sun, Alessandro Barp, François-Xavier Briol
Control variates are variance reduction tools for Monte Carlo estimators. They can provide significant variance reduction, but usually require a large number of samples, which can…
Optimization on manifolds: A symplectic approach
Guilherme França, Alessandro Barp, Mark Girolami +1
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust…
A Unifying and Canonical Description of Measure-Preserving Diffusions
Alessandro Barp, So Takao, Michael Betancourt +2
A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geo…
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
Andreas Anastasiou, Alessandro Barp, François-Xavier Briol +11
Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin…