2 papers
stat.ML2025
Fast and Scalable Score-Based Kernel Calibration Tests
Pierre Glaser, David Widmann, Fredrik Lindsten +1
We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a non-parametric, kernel-based test for assessing the calibration of probabilistic models with…
stat.ML2024
Elements of Sequential Monte Carlo
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön
A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and…