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Masha Naslidnyk
PhD Student
Latest
Kernel Quantile Embeddings and Associated Probability Metrics
Research visit at the Isaac Newton Institute
Nested Expectations with kernel Quadrature
Conditional Bayesian Quadrature
Comparing Scale Parameter Estimators for Gaussian Process Regression: Cross Validation and Maximum Likelihood
Optimally-Weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference
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