$\hat{I}»$-PSD: Scalable Approximate SNR-Optimised Polynomial Stein Discrepancies

Minh-Long Nguyen, Thanh-Long Vu, Christopher Drovandi +2

Polynomial Stein discrepancies (PSD) provide a scalable alternative to kernel Stein methods for measuring sample quality and goodness-of-fit testing, but their statistical properti…