3 papers
stat.ML2026
Non-parametric recovery of causal diffusion mechanisms from steady-state observations
Richard Schwank, Mathias Drton
We consider sparse multivariate stochastic systems that evolve in continuous time according to a causal mechanism and present methodology to recover the system's time-infinitesimal…
math.ST2026
On the distance between mean and geometric median in high dimensions
Richard Schwank, Mathias Drton
The geometric median, a notion of center for multivariate distributions, has gained recent attention in robust statistics and machine learning. Although conceptually distinct from…
stat.ML2025
Robust Score Matching
Richard Schwank, Andrew McCormack, Mathias Drton
Proposed in Hyvärinen (2005), score matching is a parameter estimation procedure that does not require computation of distributional normalizing constants. In this work we utilize…