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A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces

9 June 2022

George Wynne

Mikolaj Kasprzak

Andrew B. Duncan

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Papers citing "A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces"

23 / 23 papers shown

Title
Sequential Kernelized Stein Discrepancy Diego Martinez-Taboada Aaditya Ramdas 105 0 0 26 Sep 2024
Targeted Separation and Convergence with Kernel Discrepancies Alessandro Barp Carl-Johann Simon-Gabriel Mark Girolami Lester W. Mackey 96 15 0 26 Sep 2022
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes C. Salvi M. Lemercier Chong Liu Blanka Hovarth Theodoros Damoulas Terry Lyons 75 32 0 08 Sep 2021
Standardisation-function Kernel Stein Discrepancy: A Unifying View on Kernel Stein Discrepancy Tests for Goodness-of-fit Wenkai Xu 62 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 Gesine Reinert Yvik Swan 89 35 0 07 May 2021
Robust Generalised Bayesian Inference for Intractable Likelihoods Takuo Matsubara Jeremias Knoblauch François‐Xavier Briol Chris J. Oates UQCV 57 79 0 15 Apr 2021
Post-Processing of MCMC Leah F. South M. Riabiz Onur Teymur Chris J. Oates 51 18 0 30 Mar 2021
Measure Transport with Kernel Stein Discrepancy Matthew A. Fisher T. Nolan Matthew M. Graham D. Prangle Chris J. Oates OT 84 15 0 22 Oct 2020
A Kernel Two-Sample Test for Functional Data George Wynne Andrew B. Duncan 67 45 0 25 Aug 2020
A piecewise deterministic Monte Carlo method for diffusion bridges J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer DiffM 65 22 0 16 Jan 2020
A test for Gaussianity in Hilbert spaces via the empirical characteristic functional N. Henze M. D. Jiménez-Gamero 42 19 0 24 Oct 2019
Signature moments to characterize laws of stochastic processes I. Chevyrev Harald Oberhauser 385 111 0 25 Oct 2018
A Riemann-Stein Kernel Method Alessandro Barp Christine J. Oates Emilio Porcu Mark Girolami 58 22 0 11 Oct 2018
A Linear-Time Kernel Goodness-of-Fit Test Wittawat Jitkrittum Wenkai Xu Z. Szabó Kenji Fukumizu Arthur Gretton 75 104 0 22 May 2017
Measuring Sample Quality with Kernels Jackson Gorham Lester W. Mackey 123 223 0 06 Mar 2017
Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm Qiang Liu Dilin Wang BDL 73 1,092 0 16 Aug 2016
A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation Qiang Liu Jason D. Lee Michael I. Jordan 105 485 0 10 Feb 2016
A Kernel Test of Goodness of Fit Kacper P. Chwialkowski Heiko Strathmann Arthur Gretton BDL 198 328 0 09 Feb 2016
Operator-valued Kernels for Learning from Functional Response Data Hachem Kadri E. Duflos Philippe Preux S. Canu A. Rakotomamonjy Julien Audiffren 68 130 0 28 Oct 2015
Measuring Sample Quality with Stein's Method Jackson Gorham Lester W. Mackey 103 225 0 09 Jun 2015
Stein's method for comparison of univariate distributions Christophe Ley Gesine Reinert Yvik Swan OT 87 149 0 13 Aug 2014
Hilbert space embeddings and metrics on probability measures Bharath K. Sriperumbudur Arthur Gretton Kenji Fukumizu Bernhard Schölkopf Gert R. G. Lanckriet 217 746 0 30 Jul 2009
Support vector machine for functional data classification F. Rossi N. Villa-Vialaneix 634 219 0 02 May 2007