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stat.ML2025
Stein's Lemma for the Reparameterization Trick with Exponential Family Mixtures
Wu Lin, Mohammad Emtiyaz Khan, Mark Schmidt
Stein's method (Stein, 1973; 1981) is a powerful tool for statistical applications and has significantly impacted machine learning. Stein's lemma plays an essential role in Stein's…
stat.ML2024
The Bayesian Learning Rule
Mohammad Emtiyaz Khan, HÃ¥vard Rue
We show that many machine-learning algorithms are specific instances of a single algorithm called the \emph{Bayesian learning rule}. The rule, derived from Bayesian principles, yie…