most citedVariable importance for causal forests: breaking down the heterogeneity of treatment effects

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math.ST2023

Kernel Stein Discrepancy thinning: a theoretical perspective of pathologies and a practical fix with regularization

Clément Bénard, Brian Staber, Sébastien Da Veiga

Stein thinning is a promising algorithm proposed by (Riabiz et al., 2022) for post-processing outputs of Markov chain Monte Carlo (MCMC). The main principle is to greedily minimize…