Stein points WY Chen, L Mackey, J Gorham, FX Briol, C Oates
International Conference on Machine Learning, 844-853, 2018
112 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
67 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
60 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
36 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
24 2017 Dynamic quantile function models WY Chen, GW Peters, RH Gerlach, SA Sisson
Quantitative Finance 22 (9), 1665-1691, 2022
23 2022 Factor graph fragmentization of expectation propagation WY Chen, MP Wand
Journal of the Korean Statistical Society 49 (3), 722-756, 2020
7 2020 Stein -Importance Sampling C Wang, Y Chen, H Kanagawa, CJ Oates
Advances in Neural Information Processing Systems 36, 71948-71994, 2023
6 2023 Semiparametric GARCH via Bayesian model averaging WY Chen, RH Gerlach
Journal of Business & Economic Statistics 39 (2), 437-452, 2021
6 2021