Seminar: Stein Operators on Hilbert Spaces

SpeakerChris Oates
AffiliationUniversity of Technology Sydney
DateFriday, 15 Apr 2016
Time13:00 - 14:00
Event seriesMicrosoft Research CSML Seminar Series

In 1972, Charles Stein published a central limit theorem for correlated variables. The mathematical approach used in the proof has since become known as Stein’s Method. This talk provides an introduction to Stein’s Method and describes a formal generalisation, based on Stein Operators. A characterisation of the action of Stein Operators on Hilbert spaces offers considerable potential for applications in kernel-based machine learning. One such application is presented, in the context of numerical integration for Bayesian posterior computation.

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