Discussion Lead: Lester Mackey [Microsoft Research/Stanford]
Topic: Kernel and Stein thinning for MCMC
Links:
Raaz Dwivedi, Lester Mackey. Kernel thinning. arXiv. https://arxiv.org/abs/2105.05842
Riabiz, M., Chen, W., Cockayne, J., Swietach, P., Niederer, S.A., Mackey, L. and Oates, C., 2020. Optimal thinning of MCMC output. arXiv preprint arXiv:2005.03952. https://arxiv.org/abs/2005.03952