Stein's method meets computational statistics: a review of some recent developments
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Publication:2684693
DOI10.1214/22-STS863MaRDI QIDQ2684693
Yvik Swan, Jackson Gorham, Robert E. Gaunt, Fatemeh Ghaderinezhad, Bruno Ebner, Arthur Gretton, Qiang Liu, Christophe Ley, Lester Mackey, Andreas Anastasiou, François-Xavier Briol, Alessandro Barp, Chris J. Oates, Gesine D. Reinert
Publication date: 16 February 2023
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.03481
likelihood ratioStein's methodmaximum likelihood estimatorvariational inferencecontrol variatesgoodness-of-fit testingprior sensitivitysample qualityapproximate Markov chain Monte Carlo
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