Stein points WY Chen, L Mackey, J Gorham, FX Briol, C Oates International Conference on Machine Learning, 844-853, 2018 | 100 | 2018 |
Stein point markov chain monte carlo WY Chen, A Barp, FX Briol, J Gorham, M Girolami, L Mackey, C Oates International Conference on Machine Learning, 1011-1021, 2019 | 54 | 2019 |
Optimal thinning of MCMC output M Riabiz, WY Chen, J Cockayne, P Swietach, SA Niederer, L Mackey, ... Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2022 | 44 | 2022 |
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments GW Peters, WY Chen, RH Gerlach Risks 4 (2), 14, 2016 | 31 | 2016 |
On the sampling problem for kernel quadrature FX Briol, CJ Oates, J Cockayne, WY Chen, M Girolami International Conference on Machine Learning, 586-595, 2017 | 21 | 2017 |
Dynamic quantile function models WY Chen, GW Peters, RH Gerlach, SA Sisson Quantitative Finance 22 (9), 1665-1691, 2022 | 20 | 2022 |
Factor graph fragmentization of expectation propagation WY Chen, MP Wand Journal of the Korean Statistical Society 49, 722-756, 2020 | 6 | 2020 |
Semiparametric GARCH via Bayesian model averaging WY Chen, RH Gerlach Journal of Business & Economic Statistics 39 (2), 437-452, 2021 | 5 | 2021 |
Stein -Importance Sampling C Wang, W Chen, H Kanagawa, C Oates arXiv preprint arXiv:2305.10068, 2023 | | 2023 |