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Robust and Scalable Bayesian Online Changepoint Detection
This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection. The resulting algorithm has …
Matias Altamirano
,
François-Xavier Briol
,
Jeremias Knoblauch
Cite
Code
arXiv
Towards Healing the Blindness of Score Matching
Score-based divergences have been widely used in machine learning and statistics applications. Despite their empirical success, a …
Mingtian Zhang
,
Oscar Key
,
Peter Hayes
,
David Barber
,
Brooks Paige
,
François-Xavier Briol
Cite
arXiv
Robust Bayesian inference for simulator-based models via the MMD posterior bootstrap
Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often …
Harita Dellaporta
,
Jeremias Knoblauch
,
Theo Damoulas
,
François-Xavier Briol
Cite
Code
arXiv
Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization
Control variates are a well-established tool to reduce the variance of Monte Carlo estimators. However, for large-scale problems …
Shijing Si
,
Chris. J. Oates
,
Andrew B. Duncan
,
Lawrence Carin
,
François-Xavier Briol
Cite
arXiv
Bayesian Probabilistic Numerical Integration with Tree-Based Models
Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify …
Harrison Zhu
,
Xing Liu
,
Ruya Kang
,
Zhichao Shen
,
Seth Flaxman
,
François-Xavier Briol
Cite
arXiv
Minimum Stein Discrepancy Estimators
When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability …
Alessandro Barp
,
François-Xavier Briol
,
Andrew B. Duncan
,
Mark Girolami,
,
Lester Mackey
Cite
arXiv
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