Stein's method meets computational statistics: a review of some recent developments

DOI10.1214/22-STS863MaRDI QIDQ2684693FDOQ2684693

Authors: Andreas Anastasiou, Alessandro Barp, François-Xavier Briol, Bruno Ebner, Robert E. Gaunt, Fatemeh Ghaderinezhad, Jackson Gorham, Arthur Gretton, Christophe Ley, Qiang Liu, Lester Mackey, Chris J. Oates, Yvik Swan, Gesine Reinert

Publication date: 16 February 2023

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.03481

zbMATH Keywords

control variates variational inference maximum likelihood estimator Stein's method likelihood ratio goodness-of-fit testing prior sensitivity sample quality approximate Markov chain Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (11)

Testing poissonity of a large number of populations
Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
Modelling and diagnostic tests for Poisson and negative-binomial count time series
Generalized Bayesian Inference for Discrete Intractable Likelihood
A Stein characterisation of the distribution of the product of correlated normal random variables
Logistic or not Logistic?
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Editorial: Bayesian computations in the 21st century
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method

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