arXiv:2402. 11736v3 Announce Type: replace Abstract: Kernel herding belongs to a family of deterministic quadratures that seek to minimize the maximum mean discrepancy (MMD), that is, the worst-case integration error over a reproducing kernel Hilbert space (RKHS).
arXiv:2508. 01392v2 Announce Type: replace Abstract: Gibbs measures, such as Coulomb gases, are popular in modelling systems of interacting particles.
arXiv:2606. 15871v1 Announce Type: cross Abstract: Bayesian inference for inverse problems is run to evaluate integrals -- posterior expectations, tail probabilities, and risks -- across a stream of observations.
arXiv:2601. 21026v2 Announce Type: replace-cross Abstract: Sampling configurations at thermodynamic equilibrium is a central challenge in statistical physics.
arXiv:2111. 10722v4 Announce Type: replace-cross Abstract: We propose a novel deterministic sampling method, EVI-MMD, to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD).
arXiv:2409. 08469v4 Announce Type: replace-cross Abstract: We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics.
arXiv:2607. 00586v1 Announce Type: cross Abstract: We present a simple, yet general approach to study the scaling properties as the dimensionality of Metropolised MCMC sampling algorithms increases.
arXiv:2602. 13362v2 Announce Type: replace-cross Abstract: A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty.
Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow. This paper develops a non-asymptotic error analysis for such SMC samplers.
arXiv:2607. 04780v1 Announce Type: cross Abstract: Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow.
arXiv:2606. 06469v1 Announce Type: cross Abstract: Let $S$ be the set of unit norm linear classifiers $\theta \in \mathbb{R}^d$ which correctly classify every point of a labeled dataset $(X_i,y_i)_{i=1}^n$, $X_i \in \mathbb{R}^d$, $y_i \in \{-1,+1\}$, with a possibly negative margin $\kappa$ fixed in advance.
arXiv:2607. 00586v2 Announce Type: replace-cross Abstract: We present a simple, yet general approach to study the scaling properties as the dimensionality of Metropolised MCMC sampling algorithms increases.
arXiv:2607. 24235v1 Announce Type: cross Abstract: Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others.