most citedConsistency of Importance Sampling estimates based on dependent sample sets and an application to models with factorizing likelihoods

1 citations · 1 across the 2 of their papers we have counts for

collaborators

5 papers

math.ST2019

A Rigorous Theory of Conditional Mean Embeddings

Ilja Klebanov, Ingmar Schuster, T. J. Sullivan

Conditional mean embeddings (CMEs) have proven themselves to be a powerful tool in many machine learning applications. They allow the efficient conditioning of probability distribu…

cs.LG2019

Set Flow: A Permutation Invariant Normalizing Flow

Kashif Rasul, Ingmar Schuster, Roland Vollgraf +1

We present a generative model that is defined on finite sets of exchangeable, potentially high dimensional, data. As the architecture is an extension of RealNVPs, it inherits all i…

cs.LG2019

Kernel Conditional Density Operators

Ingmar Schuster, Mattes Mollenhauer, Stefan Klus +1

We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows p…

stat.CO2017

Exact active subspace Metropolis-Hastings, with applications to the Lorenz-96 system

Ingmar Schuster, Paul G. Constantine, T. J. Sullivan

We consider the application of active subspaces to inform a Metropolis-Hastings algorithm, thereby aggressively reducing the computational dimension of the sampling problem. We sho…

stat.ME20151 cited

Consistency of Importance Sampling estimates based on dependent sample sets and an application to models with factorizing likelihoods

Ingmar Schuster

In this paper, I proof that Importance Sampling estimates based on dependent sample sets are consistent under certain conditions. This can be used to reduce variance in Bayesian Mo…