Wilson Ye Chen
Title
Cited by
Cited by
Year
Stein points
WY Chen, L Mackey, J Gorham, FX Briol, CJ Oates
arXiv preprint arXiv:1803.10161, 2018
492018
On the sampling problem for kernel quadrature
FX Briol, CJ Oates, J Cockayne, WY Chen, M Girolami
arXiv preprint arXiv:1706.03369, 2017
162017
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
GW Peters, WY Chen, RH Gerlach
Risks 4 (2), 14, 2016
142016
Stein point markov chain monte carlo
WY Chen, A Barp, FX Briol, J Gorham, M Girolami, L Mackey, C Oates
arXiv preprint arXiv:1905.03673, 2019
122019
Dynamic quantile function models
WY Chen, GW Peters, RH Gerlach, SA Sisson
arXiv preprint arXiv:1707.02587, 2017
92017
Optimal Thinning of MCMC Output
M Riabiz, W Chen, J Cockayne, P Swietach, SA Niederer, L Mackey, ...
arXiv preprint arXiv:2005.03952, 2020
42020
Factor graph fragmentization of expectation propagation
WY Chen, MP Wand
Journal of the Korean Statistical Society, 1-35, 2020
32020
Semiparametric GARCH via Bayesian model averaging
WY Chen, RH Gerlach
Journal of Business & Economic Statistics, 1-16, 2019
32019
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Articles 1–8