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Mikolaj Kasprzak
Mikolaj Kasprzak
Department of Information Systems, Decision Sciences and Statistics, ESSEC Business School
Verified email at essec.edu - Homepage
Title
Cited by
Cited by
Year
Validated Variational Inference via Practical Posterior Error Bounds
JH Huggins, M Kasprzak, T Campbell, T Broderick
arXiv preprint arXiv:1910.04102, 2019
68*2019
Practical bounds on the error of Bayesian posterior approximations: A nonasymptotic approach
JH Huggins, T Campbell, M Kasprzak, T Broderick
arXiv preprint arXiv:1809.09505, 2018
392018
Scalable Gaussian process inference with finite-data mean and variance guarantees
JH Huggins, T Campbell, M Kasprzak, T Broderick
The 22nd International Conference on Artificial Intelligence and Statistics …, 2019
192019
How good is your Laplace approximation of the Bayesian posterior? Finite-sample computable error bounds for a variety of useful divergences
MJ Kasprzak, R Giordano, T Broderick
arXiv preprint arXiv:2209.14992, 2022
182022
Diffusion approximations via Stein's method and time changes
MJ Kasprzak
arXiv preprint arXiv:1701.07633, 2017
182017
Stein’s method for multivariate Brownian approximations of sums under dependence
MJ Kasprzak
Stochastic Processes and their Applications 130 (8), 4927-4967, 2020
172020
Functional approximations via Stein’s method of exchangeable pairs
MJ Kasprzak
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (4 …, 2020
14*2020
Note on A. Barbour’s paper on Stein’s method for diffusion approximations
MJ Kasprzak, AB Duncan, SJ Vollmer
142017
A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces
G Wynne, MJ Kasprzak, AB Duncan
Bernoulli 31 (2), 868-893, 2025
122025
Functional convergence of sequential U-processes with size-dependent kernels
C Döbler, MJ Kasprzak, G Peccati
The Annals of Applied Probability 32 (1), 551-601, 2022
12*2022
Stein’s method of exchangeable pairs in multivariate functional approximations
C Döbler, MJ Kasprzak
Electronic Journal of Probability 26, 1-50, 2021
102021
The multivariate functional de Jong CLT
C Döbler, M Kasprzak, G Peccati
Probability Theory and Related Fields 184 (1), 367-399, 2022
42022
A targeted accuracy diagnostic for variational approximations
Y Wang, M Kasprzak, JH Huggins
International Conference on Artificial Intelligence and Statistics, 8351-8372, 2023
32023
Vector-valued statistics of binomial processes: Berry–Esseen bounds in the convex distance
MJ Kasprzak, G Peccati
The Annals of Applied Probability 33 (5), 3449-3492, 2023
22023
Quantitative Error Bounds for Scaling Limits of Stochastic Iterative Algorithms
X Wang, MJ Kasprzak, J Negrea, S Bourguin, JH Huggins
arXiv preprint arXiv:2501.12212, 2025
2025
Stein's method for functional approximations
M Kasprzak
University of Oxford, 2018
2018
Kernel Mean Embeddings for Functional Data Analysis
G Wynne, AB Duncan, S Nagy, M Kasprzak
Different Varimax Rotation Approaches of Functional PCA for the evolution of …, 0
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