15 citations · 22 across the 15 of their papers we have counts for
5 papers · 2 filters
BayesSum: Bayesian Quadrature in Discrete Spaces
Sophia Seulkee Kang, François-Xavier Briol, Toni Karvonen +1
This paper addresses the challenging computational problem of estimating intractable expectations over discrete domains. Existing approaches, including Monte Carlo and Russian Roul…
Nonparametric Instrumental Variable Regression with Observed Covariates
Zikai Shen, Zonghao Chen, Dimitri Meunier +3
We study the problem of nonparametric instrumental variable regression with observed covariates, which we refer to as NPIV-O. Compared with standard nonparametric instrumental vari…
Towards a Unified Analysis of Neural Networks in Nonparametric Instrumental Variable Regression: Optimization and Generalization
Zonghao Chen, Atsushi Nitanda, Arthur Gretton +1
We establish the first global convergence result of neural networks for two stage least squares (2SLS) approach in nonparametric instrumental variable regression (NPIV). This is ac…
Stationary MMD Points
Zonghao Chen, Toni Karvonen, Heishiro Kanagawa +2
Approximation of a target probability distribution using a finite set of points is a problem of fundamental importance in numerical integration. Several authors have proposed to se…
Nested Expectations with Kernel Quadrature
Zonghao Chen, Masha Naslidnyk, François-Xavier Briol
This paper considers the challenging computational task of estimating nested expectations. Existing algorithms, such as nested Monte Carlo or multilevel Monte Carlo, are known to b…