Minimum kernel discrepancy estimators
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Cites work
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- A Class of Statistics with Asymptotically Normal Distribution
- A generalized discrepancy and quadrature error bound
- A kernel two-sample test
- Asymptotic Statistics
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Control functionals for Monte Carlo integration
- Discrepancy-based inference for intractable generative models using quasi-Monte Carlo
- Estimation of non-normalized statistical models by score matching
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
- Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
- High-dimensional covariance matrix estimation
- High-dimensional integration: The quasi-Monte Carlo way
- Integral Probability Metrics and Their Generating Classes of Functions
- Kernel Mean Embedding of Distributions: A Review and Beyond
- Large Sample Properties of Generalized Method of Moments Estimators
- Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
- Minimum scoring rule inference
- Note on conditions for weak convergence of von Mises' differentiable statistical functions
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
- Robust Approximate Bayesian Inference With Synthetic Likelihood
- Robust Estimation of a Location Parameter
- Robust generalised Bayesian inference for intractable likelihoods
- Sparse Approximation of a Kernel Mean
- Statistical Inference
- Stein's method meets computational statistics: a review of some recent developments
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Support Vector Machines
- The ``automatic robustness of minimum distance functionals
- The geometry of proper scoring rules
- Universal robust regression via maximum mean discrepancy
- VECTOR VALUED REPRODUCING KERNEL HILBERT SPACES OF INTEGRABLE FUNCTIONS AND MERCER THEOREM
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
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