steinsampling: Kernel Stein Discrepancy Goodness-of-Fit and Stein Sampling
Tools
Provides Stein-discrepancy goodness-of-fit tests and
Stein-method-based sampling tools. The tests include kernel Stein
discrepancy U- and V-statistics following Liu et al. (2016)
<doi:10.48550/arXiv.1602.03253> and Chwialkowski et al. (2016)
<doi:10.48550/arXiv.1602.02964>, plus the finite set Stein discrepancy
test of Jitkrittum et al. (2017) <doi:10.48550/arXiv.1705.07673>. The
sampling tools include Stein thinning, Stein Points, Stein Point Markov
chain Monte Carlo, and Stein variational gradient descent following
Riabiz et al. (2022) <doi:10.48550/arXiv.2005.03952>, Chen et al. (2018)
<doi:10.48550/arXiv.1803.10161>, Chen et al. (2019)
<doi:10.48550/arXiv.1905.03673>, and Liu and Wang (2016)
<doi:10.48550/arXiv.1608.04471>. Gaussian mixture utilities are included
for simulation, likelihoods, posterior probabilities, scores, and plots.
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