110 citations · 275 across the 8 of their papers we have counts for
10 papers
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…
Optimal quantisation of probability measures using maximum mean discrepancy
Onur Teymur, Jackson Gorham, Marina Riabiz +1
Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a repre…
Stochastic Stein Discrepancies
Jackson Gorham, Anant Raj, Lester Mackey
Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein…
Stein Point Markov Chain Monte Carlo
Wilson Ye Chen, Alessandro Barp, François-Xavier Briol +4
An important task in machine learning and statistics is the approximation of a probability measure by an empirical measure supported on a discrete point set. Stein Points are a cla…
Stein Points
Wilson Ye Chen, Lester Mackey, Jackson Gorham +2
An important task in computational statistics and machine learning is to approximate a posterior distribution with an empirical measure supported on a set of representative…
Measuring Sample Quality with Kernels
Jackson Gorham, Lester Mackey
Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these bia…
Measuring Sample Quality with Diffusions
Jackson Gorham, Andrew B. Duncan, Sebastian J. Vollmer +1
Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associat…
Multivariate Stein Factors for a Class of Strongly Log-concave Distributions
Lester Mackey, Jackson Gorham
We establish uniform bounds on the low-order derivatives of Stein equation solutions for a broad class of multivariate, strongly log-concave target distributions. These "Stein fact…
Measuring Sample Quality with Stein's Method
Jackson Gorham, Lester Mackey
To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational s…
Computational topology for configuration spaces of hard disks
Gunnar Carlsson, Jackson Gorham, Matthew Kahle +1
We explore the topology of configuration spaces of hard disks experimentally, and show that several changes in the topology can already be observed with a small number of particles…