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stat.ML2025
Fast and Scalable Score-Based Kernel Calibration Tests
Pierre Glaser, David Widmann, Fredrik Lindsten +1
We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a non-parametric, kernel-based test for assessing the calibration of probabilistic models with…
stat.ML2025
Near-Optimality of Contrastive Divergence Algorithms
Pierre Glaser, Kevin Han Huang, Arthur Gretton
We perform a non-asymptotic analysis of the contrastive divergence (CD) algorithm, a training method for unnormalized models. While prior work has established that (for exponential…
cs.MS2025
Efficiently Vectorized MCMC on Modern Accelerators
Hugh Dance, Pierre Glaser, Peter Orbanz +1
With the advent of automatic vectorization tools (e.g., JAX's ), writing multi-chain MCMC algorithms is often now as simple as invoking those tools on single-chain c…