Minimun Stein Discrepancy Estimators

Jun 15, 2019



Stein's method is a technique from probability theory for bounding the distance between probability measures using differential and difference operators. Although the method was initially designed as a technique for proving central limit theorems, it has recently caught the attention of the machine learning (ML) community and has been used for a variety of practical tasks. Recent applications include generative modeling, global non-convex optimisation, variational inference, de novo sampling, constructing powerful control variates for Monte Carlo variance reduction, and measuring the quality of (approximate) Markov chain Monte Carlo algorithms. Stein's method has also been used to develop goodness-of-fit tests and was the foundational tool in one of the NeurIPS 2017 Best Paper awards. Although Stein's method has already had significant impact in ML, most of the applications only scratch the surface of this rich area of research in probability theory. There would be significant gains to be made by encouraging both communities to interact directly, and this inaugural workshop would be an important step in this direction. More precisely, the aims are: (i) to introduce this emerging topic to the wider ML community, (ii) to highlight the wide range of existing applications in ML, and (iii) to bring together experts in Stein's method and ML researchers to discuss and explore potential further uses of Stein's method.



About ICML 2019

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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