38 citations · 87 across the 11 of their papers we have counts for
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stat.ML2019★ 38 cited
On the geometry of Stein variational gradient descent
A. Duncan, N. Nuesken, L. Szpruch
Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gr…
math.NA2019★ 15 cited
State and Parameter Estimation from Observed Signal Increments
Nikolas Nüsken, Sebastian Reich, Paul J. Rozdeba
The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-t…