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48 results for Stein Points

An important task in computational statistics and machine learning is to approximate a posterior distribution p(x)p(x) with an empirical measure supported on a set of representative points {xi}i=1n\{x_i\}_{i=1}^n. This paper focuses on methods where the selection of points is essentially deterministic, with an emphasis on achi…

2018-03-27abs ↗pdf ↗

Develops Stein's method for Riemannian manifolds using diffusion.

problem Bounding integral metrics on probability measures on Riemannian manifolds.
method Exploits the relationship between diffusion generators and Stein operators to derive Stein factors.
result Derives curvature-dependent Stein factors that generalize existing results for Euclidean spaces.

Study on Hölder continuity of complex Monge-Ampère solutions on Stein spaces.

problem Understanding continuity of solutions to complex Monge-Ampère equations on Stein spaces.
method Analyzing solutions with LpL^p densities and Hölder boundary data on Stein spaces with isolated singularities.
result Solutions are Hölder continuous outside singular points if boundary data is Hölder continuous.

Unbraided wiring diagrams for Stein fillings of lens spaces are described.

problem Constructing Stein fillings of lens spaces with canonical contact structures.
method Algorithm to draw unbraided wiring diagrams equivalent to Lefschetz fibrations.
result Wiring diagrams can be extended to symplectic graphical disks with marked points.

Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of functions, which we call the Stein matching set, whose expectations are exactly …

2018-10-27abs ↗pdf ↗

The paper characterizes unit balls among Stein spaces with specific groups using Bergman-Einstein metrics.

problem Characterizing unit balls among Stein spaces with specific groups.
method Study of Bergman metric on finite ball quotients and its Kähler-Einstein property.
result The Bergman-Einstein metric exists only on the unit ball itself for finite ball quotients with trivial groups.

There is an intrinsic notion of what it means for a contact manifold to be the smooth boundary of a Stein manifold. The same concept has another more extrinsic formulation, which is often used as a convenient working hypothesis. We give a simple proof that the two are equivalent. Moreover it is shown that, even though …

2007-10-26abs ↗pdf ↗

A new method for Bayesian inference in high dimensions using projected Stein variational gradient descent.

problem Bayesian inference challenges in high-dimensional data.
method Adapting Stein variational gradient descent to exploit intrinsic low dimensionality of data.
result pSVGD is more accurate and efficient than SVGD, especially in high-dimensional settings.

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy measures that provably determine the convergence of a sample to its target dist…

2017-03-06abs ↗pdf ↗

Extends Stein's lemma to exponential-family mixtures for gradient computation.

problem Computing gradients for complex distributions with weak assumptions.
method Generalizes Stein's lemma to exponential-family mixtures and applies it to reparameterization trick.
result Derives new gradient identities for various distributions.

We give a bordism-theoretic characterisation of those closed almost contact (2q+1)-manifolds (with q > 2) which admit a Stein fillable contact structure. Our method is to apply Eliashberg's h-principle for Stein manifolds in the setting of Kreck's modified surgery. As an application, we show that any simply connected a…

2013-06-12abs ↗pdf ↗

Improved sampling method using regularized Stein Variational Gradient Flow.

problem Improving the accuracy of sampling methods in machine learning.
method Proposed Regularized Stein Variational Gradient Flow to interpolate between SVGD and Wasserstein Gradient Flow.
result Established theoretical properties and provided preliminary numerical evidence of improved performance.

Stein transport improves Bayesian inference with faster convergence and reduced variance.

problem Efficiently approximating posterior distributions in Bayesian inference.
method A novel Bayesian inference method using Stein transport, which pushes particles along a curve of tempered distributions.
result Stein transport reaches posterior approximations faster and more accurately than Stein variational gradient descent (SVGD).

In this paper we survey results on the existence of holomorphic embeddings and immersions of Stein manifolds into complex manifolds. Most results pertain to proper maps into Stein manifolds. We include a new result saying that every continuous map XYX\to Y between Stein manifolds is homotopic to a proper holomorphic em…

2017-09-17abs ↗pdf ↗

Counterexample found for Stein property of certain solvable Lie groups.

problem Stein property of simply connected unimodular solvable Lie groups with left-invariant complex structures.
method Constructing a solvable Lie group with specific properties.
result A simply connected solvable Lie group with a left-invariant complex structure whose universal cover is not Stein.

A new framework improves kernel Stein discrepancy tests for validating distributions.

problem Improving goodness-of-fit testing for non-normal distributions.
method Introducing Sf-KSD, a unifying framework for studying Stein operators in KSD-based tests.
result Sf-KSD guides the development of new tests and outperforms existing methods.

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first th…

2017-04-25abs ↗pdf ↗

We show that, under a certain condition, contact 5-manifolds can `coarsely' distinguish smooth structures on compact Stein 4-manifolds via contact open books. We also give a simple sufficient condition for an infinite family of Stein 4-manifolds to have an infinite subfamily of pairwise non-diffeomorphic Stein 4-manifo…

2016-04-12abs ↗pdf ↗

Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.

problem The curse-of-dimensionality in kernelized Stein discrepancy (KSD).
method Sliced Stein discrepancy and its scalable variants using optimal one-dimensional projections.
result Significantly outperforms KSD and baselines in goodness-of-fit tests and improves model learning.

We give an algorithm which produces infinitely many pairwise exotic Stein fillings of the same contact 3-manifolds, applying positive allowable Lefschetz fibrations over the disk. As a corollary, for a large class of Stein fillings, we realize the topological invariants (i.e. fundamental group, homology group, homology…

2014-05-31abs ↗pdf ↗

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily draw samples. Recently discrete approximation by particles has attracted attention …

2018-05-21abs ↗pdf ↗

The square root of Fredholm determinants causes numerical instabilities in option pricing models.

problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.

Study Stein fillings of planar contact 3-manifolds with relative trisection genus 2.

problem Classify Stein fillings of planar contact 3-manifolds under constraints on their relative trisections.
method Partial classification of diffeomorphism types of fillings with relative trisections of genus at most 2.
result Partially classify the diffeomorphism types of Stein fillings with relative trisections of genus at most 2.

Study continuity and Hölder estimates for solutions on Stein spaces.

problem Continuity and Hölder estimates for solutions to degenerate complex Monge-Ampère equations.
method Prove continuity up to the boundary and local Hölder estimates on the regular locus.
result Local Hölder estimates on the regular locus for solutions to degenerate complex Monge-Ampère equations.

Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing

problem Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing
method Reformulating Stein discrepancy construction as an explicit SNR^2 maximisation problem
result Avoiding exponential SNR^2 collapse and achieving stable SNR^2

Complete negative Kähler-Einstein metric found on Stein manifolds.

problem Existence of complete Kähler-Einstein metrics on Stein manifolds with negative curvature.
method Normalized Kähler-Ricci flow to deform metrics to complete negative Kähler-Einstein metric.
result Existence of complete negative Kähler-Einstein metric on Stein manifolds with negatively pinched holomorphic sectional curvature.

A new method reduces complexity and uncertainty in neural networks.

problem Uncertainty quantification in complex neural networks.
method Condensed Stein Variational Gradient Descent (cSVGD) method.
result Condensed SVGD provides uncertainty quantification on parameters.

We continue our study of contact structures on manifolds of dimension at least five using complex surgery theory. We show that in each dimension 2q+1 > 3 there are 'maximal' almost contact manifolds to which there is a Stein cobordism from any other (2q+1)-dimensional contact manifold. We show that the product M x S^2 …

2014-09-26abs ↗pdf ↗

We characterize the closed, oriented, Seifert fibered 3-manifolds which are oriented boundaries of Stein manifolds. We also show that for this class of 3-manifolds the existence of Stein fillings is equivalent to the existence of symplectic fillings.

2010-07-18abs ↗pdf ↗

A unified summary is given of the existence theory of Stein manifolds in all dimensions, based on published and pending literature. Eliashberg's characterization of manifolds admitting Stein structures requires an extra delicate hypothesis in complex dimension 2, which can be eliminated by passing to the topological se…

2008-10-24abs ↗pdf ↗