Stein’s Method Meets Computational Statistics: A Review of Some Recent Developments

Author:

Anastasiou Andreas1,Barp Alessandro2,Briol François-Xavier3,Ebner Bruno4,Gaunt Robert E.5,Ghaderinezhad Fatemeh6,Gorham Jackson7,Gretton Arthur8,Ley Christophe9,Liu Qiang10,Mackey Lester11,Oates Chris J.12,Reinert Gesine13,Swan Yvik14

Affiliation:

1. Andreas Anastasiou is a Lecturer, Department of Mathematics and Statistics, University of Cyprus, P.O. Box: 20537, 1678 Nicosia, Cyprus

2. Alessandro Barp is a Research Associate, University of Cambridge, Engineering Dept, Trumpington St, Cambridge CB2 1PZ, UK

3. François-Xavier Briol is a Lecturer, University College London, 1-19 Torrington Place, London WC1E 7HB, UK

4. Bruno Ebner is a Lecturer, Institute of Stochastics, Karlsruhe Institute of Technology (KIT), Englerstr. 2, 76128 Karlsruhe, Germany

5. Robert E. Gaunt is a Lecturer, The University of Manchester, Oxford Road, Manchester M13 9PL, UK

6. Fatemeh Ghaderinezhad is a Data Analyst, amfori, The Gradient Building, Avenue de Tervueren 270, 1150 Brussels, Belgium

7. Jackson Gorham is a Data Scientist, Whisper.ai, Inc., USA

8. Arthur Gretton is Professor with the Gatsby Computational Neuroscience Unit, University College London, Sainsbury Wellcome Centre, 25 Howland Street, London W1T 4JG, UK

9. Christophe Ley is Associate Professor, University of Luxembourg, Maison du Nombre, 6 Avenue de la Fonte, L-4364 Esch-sur-Alzette, Luxembourg

10. Qiang Liu is Assistant Professor, The University of Texas at Austin, Austin, Texas 78712, USA

11. Lester Mackey is Principal Researcher, Microsoft Research New England, 1 Memorial Drive, Cambridge, Massachusetts 02142, USA

12. Chris J. Oates is Professor, Newcastle University, UK

13. Gesine Reinert is Professor, University of Oxford, Department of Statistics, 24-29 St Giles’, Oxford OX1 3LB, UK

14. Yvik Swan is Professor, Université Libre de Bruxelles, Department of Mathematics—CP 210, Boulevard du Triomphe, 1050 Brussels, Belgium

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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3. Editorial: Bayesian Computations in the 21st Century;Statistical Science;2024-02-01

4. Stein’s identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit;Japanese Journal of Statistics and Data Science;2024-01-31

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