Stein points WY Chen, L Mackey, J Gorham, FX Briol, C Oates International Conference on Machine Learning, 844-853, 2018 | 107 | 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 | 66 | 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 | 56 | 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 | 34 | 2016 |
Dynamic quantile function models WY Chen, GW Peters, RH Gerlach, SA Sisson Quantitative Finance 22 (9), 1665-1691, 2022 | 23 | 2022 |
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 | 22 | 2017 |
Factor graph fragmentization of expectation propagation WY Chen, MP Wand Journal of the Korean Statistical Society 49 (3), 722-756, 2020 | 7 | 2020 |
Semiparametric GARCH via Bayesian model averaging WY Chen, RH Gerlach Journal of Business & Economic Statistics 39 (2), 437-452, 2021 | 6 | 2021 |
Stein -Importance Sampling C Wang, Y Chen, H Kanagawa, CJ Oates Advances in Neural Information Processing Systems 36, 2024 | 4 | 2024 |