Measuring Sample Quality with Diffusions

21 November 2016

Jackson Gorham

Andrew B. Duncan

Sandra Jeanne Vollmer

Lester W. Mackey

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Papers citing "Measuring Sample Quality with Diffusions"

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Title
Targeted Separation and Convergence with Kernel Discrepancies Alessandro Barp Carl-Johann Simon-Gabriel Mark Girolami Lester W. Mackey 48 14 0 26 Sep 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 31 25 0 20 Mar 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 17 8 0 06 Dec 2021
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 16 153 0 25 Jul 2021
Interpreting diffusion score matching using normalizing flow Wenbo Gong Yingzhen Li DiffM 27 13 0 21 Jul 2021
Sampling with Mirrored Stein Operators Jiaxin Shi Chang-rui Liu Lester W. Mackey 45 19 0 23 Jun 2021
Standardisation-function Kernel Stein Discrepancy: A Unifying View on Kernel Stein Discrepancy Tests for Goodness-of-fit Wenkai Xu 32 4 0 23 Jun 2021
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments Andreas Anastasiou Alessandro Barp F. Briol B. Ebner Robert E. Gaunt ... Qiang Liu Lester W. Mackey Chris J. Oates G. Reinert Yvik Swan 22 35 0 07 May 2021
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 22 17 0 06 May 2021
Robust Generalised Bayesian Inference for Intractable Likelihoods Takuo Matsubara Jeremias Knoblauch François‐Xavier Briol Chris J. Oates UQCV 24 74 0 15 Apr 2021
Blindness of score-based methods to isolated components and mixing proportions Wenliang K. Li Heishiro Kanagawa 15 34 0 23 Aug 2020
The reproducing Stein kernel approach for post-hoc corrected sampling Liam Hodgkinson R. Salomone Fred Roosta 32 27 0 25 Jan 2020
Stochastic gradient Markov chain Monte Carlo Christopher Nemeth Paul Fearnhead BDL 19 134 0 16 Jul 2019
Minimum Stein Discrepancy Estimators Alessandro Barp François‐Xavier Briol Andrew B. Duncan Mark Girolami Lester W. Mackey 30 90 0 19 Jun 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 19 47 0 23 May 2019
Stein Point Markov Chain Monte Carlo W. Chen Alessandro Barp François‐Xavier Briol Jackson Gorham Mark Girolami Lester W. Mackey Chris J. Oates 30 56 0 09 May 2019
Random Feature Stein Discrepancies Jonathan H. Huggins Lester W. Mackey 24 45 0 20 Jun 2018
Sobolev Descent Youssef Mroueh Tom Sercu Anant Raj OT 16 1 0 30 May 2018
PASS-GLM: polynomial approximate sufficient statistics for scalable Bayesian GLM inference Jonathan H. Huggins Ryan P. Adams Tamara Broderick 19 32 0 26 Sep 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 36 293 0 12 Jul 2017
Control Variates for Stochastic Gradient MCMC Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 25 101 0 16 Jun 2017
Measuring Sample Quality with Kernels Jackson Gorham Lester W. Mackey 86 222 0 06 Mar 2017
Quantifying the accuracy of approximate diffusions and Markov chains Jonathan H. Huggins James Y. Zou 49 29 0 20 May 2016
A Kernel Test of Goodness of Fit Kacper P. Chwialkowski Heiko Strathmann A. Gretton BDL 107 324 0 09 Feb 2016
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012