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Optimal Thinning of MCMC Output
v1v2v3v4v5 (latest)

Optimal Thinning of MCMC Output

8 May 2020
M. Riabiz
W. Chen
Jon Cockayne
P. Swietach
Steven Niederer
Lester W. Mackey
Chris J. Oates
ArXiv (abs)PDFHTML

Papers citing "Optimal Thinning of MCMC Output"

26 / 26 papers shown
Optimizing Kernel Discrepancies via Subset Selection
Optimizing Kernel Discrepancies via Subset Selection
D. Chen
François Clément
Carola Doerr
Nathan Kirk
133
1
0
04 Nov 2025
Copula Discrepancy: Benchmarking Dependence Structure
Copula Discrepancy: Benchmarking Dependence Structure
Agnideep Aich
Ashit Aich
305
0
0
29 Jul 2025
Stein Discrepancy for Unsupervised Domain Adaptation
Stein Discrepancy for Unsupervised Domain Adaptation
Anneke von Seeger
Dongmian Zou
Gilad Lerman
617
0
0
05 Feb 2025
Enhancing Sample Quality through Minimum Energy Importance Weights
Enhancing Sample Quality through Minimum Energy Importance Weights
Chaofan Huang
V. R. Joseph
366
0
0
12 Oct 2023
Bayesian Numerical Integration with Neural Networks
Bayesian Numerical Integration with Neural Networks
Katharina Ott
Michael Tiemann
Philipp Hennig
F. Briol
BDL
340
5
0
22 May 2023
Stein $Π$-Importance Sampling
Stein ΠΠΠ-Importance SamplingNeural Information Processing Systems (NeurIPS), 2023
Congye Wang
Ye Chen
Heishiro Kanagawa
Chris J. Oates
502
3
0
17 May 2023
Optimally-Weighted Estimators of the Maximum Mean Discrepancy for
  Likelihood-Free Inference
Optimally-Weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free InferenceInternational Conference on Machine Learning (ICML), 2023
Ayush Bharti
Masha Naslidnyk
Oscar Key
Samuel Kaski
F. Briol
544
16
0
27 Jan 2023
Controlling Moments with Kernel Stein Discrepancies
Controlling Moments with Kernel Stein Discrepancies
Heishiro Kanagawa
Alessandro Barp
Arthur Gretton
Lester W. Mackey
462
13
0
10 Nov 2022
Targeted Separation and Convergence with Kernel Discrepancies
Targeted Separation and Convergence with Kernel Discrepancies
Alessandro Barp
Carl-Johann Simon-Gabriel
Mark Girolami
Lester W. Mackey
600
19
0
26 Sep 2022
Gradient-Free Kernel Stein Discrepancy
Gradient-Free Kernel Stein DiscrepancyNeural Information Processing Systems (NeurIPS), 2022
Matthew A. Fisher
Chris J. Oates
276
5
0
06 Jul 2022
A stochastic Stein Variational Newton method
A stochastic Stein Variational Newton method
Alex Leviyev
Joshua Chen
Yifei Wang
Omar Ghattas
A. Zimmerman
198
10
0
19 Apr 2022
Online, Informative MCMC Thinning with Kernelized Stein Discrepancy
Online, Informative MCMC Thinning with Kernelized Stein Discrepancy
Cole Hawkins
Alec Koppel
Zheng Zhang
302
4
0
18 Jan 2022
Distribution Compression in Near-linear Time
Distribution Compression in Near-linear TimeInternational Conference on Learning Representations (ICLR), 2021
Abhishek Shetty
Raaz Dwivedi
Lester W. Mackey
613
23
0
15 Nov 2021
Generalized Kernel Thinning
Generalized Kernel Thinning
Raaz Dwivedi
Lester W. Mackey
548
35
0
04 Oct 2021
Minimum Discrepancy Methods in Uncertainty Quantification
Minimum Discrepancy Methods in Uncertainty Quantification
Chris J. Oates
222
2
0
13 Sep 2021
Sampling with Mirrored Stein Operators
Sampling with Mirrored Stein Operators
Jiaxin Shi
Chang-rui Liu
Lester W. Mackey
490
23
0
23 Jun 2021
Kernel Stein Discrepancy Descent
Kernel Stein Discrepancy DescentInternational Conference on Machine Learning (ICML), 2021
Anna Korba
Pierre-Cyril Aubin-Frankowski
Szymon Majewski
Pierre Ablin
317
64
0
20 May 2021
Kernel Thinning
Kernel ThinningAnnual Conference Computational Learning Theory (COLT), 2021
Raaz Dwivedi
Lester W. Mackey
983
47
0
12 May 2021
Stein's Method Meets Computational Statistics: A Review of Some Recent
  Developments
Stein's Method Meets Computational Statistics: A Review of Some Recent DevelopmentsStatistical Science (Statist. Sci.), 2021
Andreas Anastasiou
Alessandro Barp
F. Briol
B. Ebner
Robert E. Gaunt
...
Qiang Liu
Lester W. Mackey
Chris J. Oates
Gesine Reinert
Yvik Swan
411
57
0
07 May 2021
Robust Generalised Bayesian Inference for Intractable Likelihoods
Robust Generalised Bayesian Inference for Intractable Likelihoods
Takuo Matsubara
Jeremias Knoblauch
François‐Xavier Briol
Chris J. Oates
UQCV
446
103
0
15 Apr 2021
Post-Processing of MCMC
Post-Processing of MCMCAnnual Review of Statistics and Its Application (ARSIA), 2021
Leah F. South
M. Riabiz
Onur Teymur
Chris J. Oates
419
21
0
30 Mar 2021
Optimal quantisation of probability measures using maximum mean
  discrepancy
Optimal quantisation of probability measures using maximum mean discrepancy
Onur Teymur
Jackson Gorham
M. Riabiz
Chris J. Oates
388
31
0
14 Oct 2020
Stochastic Stein Discrepancies
Stochastic Stein Discrepancies
Jackson Gorham
Anant Raj
Lester W. Mackey
450
40
0
06 Jul 2020
Scalable Control Variates for Monte Carlo Methods via Stochastic
  Optimization
Scalable Control Variates for Monte Carlo Methods via Stochastic OptimizationMonte Carlo and Quasi-Monte Carlo Methods (MCQMC), 2020
Shijing Si
Chris J. Oates
Andrew B. Duncan
Lawrence Carin
F. Briol
BDL
209
23
0
12 Jun 2020
A Kernel Stein Test for Comparing Latent Variable Models
A Kernel Stein Test for Comparing Latent Variable Models
Heishiro Kanagawa
Wittawat Jitkrittum
Lester W. Mackey
Kenji Fukumizu
Arthur Gretton
516
20
0
01 Jul 2019
A Riemann-Stein Kernel Method
A Riemann-Stein Kernel Method
Alessandro Barp
Christine J. Oates
Emilio Porcu
Mark Girolami
421
26
0
11 Oct 2018
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