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- Robust and Conjugate Gaussian Process Regression
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- Multilevel Bayesian Quadrature
- Vector-Valued Control Variates
- Bayesian Numerical Integration with Neural Networks
- Optimally-Weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference
- Robust and Scalable Bayesian Online Changepoint Detection
- Discrepancy-based Inference for Intractable Generative Models using Quasi-Monte Carlo
- Generalized Bayesian Inference for Discrete Intractable Likelihood
- Robust Generalised Bayesian Inference for Intractable Likelihoods
- A General Method for Calibrating Stochastic Radio Channel Models with Kernels
- Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
- Towards Healing the Blindness of Score Matching
- Robust Bayesian inference for simulator-based models via the MMD posterior bootstrap
- Composite Goodness-of-fit Tests with Kernels
- Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization
- Convergence Guarantees for Gaussian Process Means With Misspecified Likelihoods and Smoothness
- Bayesian Probabilistic Numerical Integration with Tree-Based Models
- Minimum Stein Discrepancy Estimators