Mylène Maïda

Monte Carlo with kernel-based Gibbs measures: Guarantees for probabilistic herding

2024 · arXiv (Cornell University)

Kernel herding belongs to a family of deterministic quadratures that seek to minimize the maximum mean discrepancy (MMD), that is, the worst-case integration error over a reproducing kernel Hilbert space (RKHS). These MMD minimization procedures …