Mikolaj Kasprzak
Mikolaj Kasprzak
Department of Mathematics, University of Luxembourg
Verified email at - Homepage
Cited by
Cited by
Validated Variational Inference via Practical Posterior Error Bounds
JH Huggins, M Kasprzak, T Campbell, T Broderick
arXiv preprint arXiv:1910.04102, 2019
Practical bounds on the error of Bayesian posterior approximations: A nonasymptotic approach
JH Huggins, T Campbell, M Kasprzak, T Broderick
arXiv preprint arXiv:1809.09505, 2018
Diffusion approximations via Stein's method and time changes
MJ Kasprzak
arXiv preprint arXiv:1701.07633, 2017
Scalable Gaussian process inference with finite-data mean and variance guarantees
JH Huggins, T Campbell, M Kasprzak, T Broderick
The 22nd International Conference on Artificial Intelligence and Statistics …, 2019
Stein’s method for multivariate Brownian approximations of sums under dependence
MJ Kasprzak
Stochastic Processes and their Applications 130 (8), 4927-4967, 2020
Functional approximations via Stein’s method of exchangeable pairs
MJ Kasprzak
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (4 …, 2020
How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences
MJ Kasprzak, R Giordano, T Broderick
arXiv preprint arXiv:2209.14992, 2022
Functional convergence of sequential U-processes with size-dependent kernels
C Döbler, MJ Kasprzak, G Peccati
The Annals of Applied Probability 32 (1), 551-601, 2022
Note on A. Barbour’s paper on Stein’s method for diffusion approximations
MJ Kasprzak, AB Duncan, SJ Vollmer
Stein’s method of exchangeable pairs in multivariate functional approximations
C Döbler, MJ Kasprzak
A spectral representation of kernel Stein discrepancy with application to goodness-of-fit tests for measures on infinite dimensional Hilbert spaces
G Wynne, M Kasprzak, AB Duncan
arXiv preprint arXiv:2206.04552, 2022
The multivariate functional de Jong CLT
C Döbler, M Kasprzak, G Peccati
Probability Theory and Related Fields 184 (1), 367-399, 2022
Vector-valued statistics of binomial processes: Berry–Esseen bounds in the convex distance
MJ Kasprzak, G Peccati
The Annals of Applied Probability 33 (5), 3449-3492, 2023
A Targeted Accuracy Diagnostic for Variational Approximations
Y Wang, M Kasprzak, JH Huggins
International Conference on Artificial Intelligence and Statistics, 8351-8372, 2023
Stein's method for functional approximations
M Kasprzak
University of Oxford, 2018
Kernel Mean Embeddings for Functional Data Analysis
G Wynne, AB Duncan, S Nagy, M Kasprzak
Different Varimax Rotation Approaches of Functional PCA for the evolution of …, 0
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