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math.ST2016
Hyperpriors for Matérn fields with applications in Bayesian inversion
Lassi Roininen, Mark Girolami, Sari Lasanen +1
We introduce non-stationary Matérn field priors with stochastic partial differential equations, and construct correlation length-scaling with hyperpriors. We model both the hyperpr…
math.ST2016
Convergence Rates for a Class of Estimators Based on Stein's Method
Chris J. Oates, Jon Cockayne, François-Xavier Briol +1
Gradient information on the sampling distribution can be used to reduce the variance of Monte Carlo estimators via Stein's method. An important application is that of estimating an…