metrics

Stationarity in stochastic processes Change-points, trends and transients 2021-11-29 – 2021-11-29

Classification Computer says no 2017-02-20 – 2021-11-26

Combining kernels 2019-09-16 – 2021-11-25

Karhunen-Loève expansions 2019-09-16 – 2021-08-27

Optimal transport metrics Wasserstein distances, Monge-Kantorovich metrics, Earthmover distances 2019-05-30 – 2021-06-08

Stein’s method 2021-03-12 – 2021-06-01

Neural net kernels 2019-09-16 – 2021-05-24

Randomized low dimensional projections 2021-03-12 – 2021-05-24

Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2021-05-17

Probability divergences Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses 2014-11-25 – 2021-05-12

Inference without KL divergence 2019-10-03 – 2021-04-23

Kernel zoo 2019-09-16 – 2021-03-30

Generically approximating probability distributions 2021-03-12 – 2021-03-22

Optimal transport inference I feel the earth mover under my feet, I feel the ψ tumbling down, I feel my heart start to trembling, Whenever you’re around my empirical density in minimal transport cost 2021-03-16

Measure concentration inequalities On being 80% sure I am only 20% wrong 2014-11-25 – 2021-03-04

Learning covariance functions Learning a family of covariances at once 2019-09-16 – 2021-03-01

Miscellaneous nonstationary kernels 2019-09-16 – 2021-01-21

Warping of stationary stochastic processes 2019-09-16 – 2021-01-21

Covariance functions Variograms, Mercer kernels, positive definite operators, spare reproducing kernels for that Hilbert space I bought on eBay real cheap 2019-09-16 – 2021-01-05

Distribution regression 2020-12-01

Independence, conditional, statistical 2016-04-21 – 2020-09-13

Variational inference On fitting the best model one can be bothered to 2016-03-22 – 2020-05-24

Likelihood free inference 2020-04-22

(Reproducing) kernel tricks 2014-08-18 – 2020-01-20

Representer theorems 2019-09-16

Informations Entropies and other measures of surprise 2011-11-25 – 2019-09-10

Inner product spaces The most highly developed theory of squaring things 2019-01-01 – 2019-02-11

Nearly sufficient statistics How about “Sufficient sufficiency”? — is that taken? 2018-03-13 – 2019-01-14

Normed spaces 2019-01-01 – 2019-01-04

Statistical learning theory Eventually including structural risk minimisation, risk bounds, hopefully-uniform convergence rates, VC-dimension, generalisation-and-stability framings etc 2016-07-06 – 2016-08-16