activity
20202023
most citedScalable Control Variates for Monte Carlo Methods via Stochastic Optimization

12 citations · 38 across the 9 of their papers we have counts for

collaborators

9 papers

stat.ML2023★ 4 cited

Robust and Scalable Bayesian Online Changepoint Detection

Matias Altamirano, François-Xavier Briol, Jeremias Knoblauch

This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection. The resulting algorithm has key advantages over previous work: it provides…

stat.ME2022

Multilevel Bayesian Quadrature

Kaiyu Li, Daniel Giles, Toni Karvonen +2

Multilevel Monte Carlo is a key tool for approximating integrals involving expensive scientific models. The idea is to use approximations of the integrand to construct an estimator…

cs.MS2021

ProbNum: Probabilistic Numerics in Python

Jonathan Wenger, Nicholas Krämer, Marvin Pförtner +9

Probabilistic numerical methods (PNMs) solve numerical problems via probabilistic inference. They have been developed for linear algebra, optimization, integration and differential…

stat.ML2021★ 2 cited

Composite Goodness-of-fit Tests with Kernels

Oscar Key, Arthur Gretton, François-Xavier Briol +1

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly…

stat.ME2021★ 1 cited

Stein's Method Meets Computational Statistics: A Review of Some Recent Developments

Andreas Anastasiou, Alessandro Barp, François-Xavier Briol +11

Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin…

stat.ML2020★ 6 cited

The Ridgelet Prior: A Covariance Function Approach to Prior Specification for Bayesian Neural Networks

Takuo Matsubara, Chris J. Oates, François-Xavier Briol

Bayesian neural networks attempt to combine the strong predictive performance of neural networks with formal quantification of uncertainty associated with the predictive output in…

stat.ML2020★ 12 cited

Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization

Shijing Si, Chris. J. Oates, Andrew B. Duncan +2

Control variates are a well-established tool to reduce the variance of Monte Carlo estimators. However, for large-scale problems including high-dimensional and large-sample setting…

stat.ME2020★ 1 cited

Bayesian Probabilistic Numerical Integration with Tree-Based Models

Harrison Zhu, Xing Liu, Ruya Kang +3

Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The stand…

math.ST2020★ 12 cited

Convergence Guarantees for Gaussian Process Means With Misspecified Likelihoods and Smoothness

George Wynne, François-Xavier Briol, Mark Girolami

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultan…