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Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable.
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Markov chain Monte Carlo maximum likelihood
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Approximate slice sampling for Bayesian posterior inference
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J. Gorham and L. Mackey · 2015
Vae learning via stein variational gradient descent
Y. Pu, Z. Gan, R. Henao, C. Li, S. Han, and L. Carin · 2017
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M. Schmidt, N. Le Roux, and F. Bach · 2017
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Stein points
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Global non-convex optimization with discretized diffusions
M. A. Erdogdu, L. Mackey, and O. Shamir · 2018
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Random feature stein discrepancies
J. Huggins and L. Mackey · 2018
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Stein variational message passing for continuous graphical models
D. Wang, Z. Zeng, and Q. Liu · 2018
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A kernel test of goodness of fit
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Q. Liu and D. Wang · 2016
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A kernelized Stein discrepancy for goodness-of-fit tests
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Multivariate Stein factors for a class of strongly log-concave distributions
L. Mackey and J. Gorham · 2016
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Control functionals for Monte Carlo integration
C. J. Oates, M. Girolami, and N. Chopin · 2016
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R. Ranganath, D. Tran, J. Altosaar, and D. Blei · 2016
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Goodness-of-fit testing for discrete distributions via stein discrepancy
J. Yang, Q. Liu, V. Rao, and J. Neville · 2018
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Message passing stein variational gradient descent
J. Zhuo, C. Liu, J. Shi, J. Zhu, N. Chen, and B. Zhang · 2018
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Stochastic gradient mcmc for nonlinear state space models
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Minimum stein discrepancy estimators
A. Barp, F. Briol, A. Duncan, M. Girolami, and L. Mackey · 2019
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Stein point markov chain monte carlo
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Probability: theory and examples , volume 49
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Bayesian posterior approximation via greedy particle optimization
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Measuring sample quality with diffusions
J. Gorham, A. Duncan, S. Vollmer, and L. Mackey · 2019
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A stochastic version of stein variational gradient descent for efficient sampling
L. Li, Y. Li, J.-G. Liu, Z. Liu, and J. Lu · 2019
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The reproducing stein kernel approach for post-hoc corrected sampling
L. Hodgkinson, R. Salomone, and F. Roosta · 2020
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Optimal thinning of mcmc output
M. Riabiz, W. Chen, J. Cockayne, P. Swietach, S. Niederer, L. Mackey, and C. Oates · 2020
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