There will be an ICML workshop on Stein’s method in machine learning & statistics, next July 14 or 15, located in Long Beach, CA. Organised by François-Xavier Briol (formerly Warwick), Lester Mckey, Chris Oates (formerly Warwick), Qiang Liu, and Larry Golstein. To quote from the webpage of the workshop
Stein’s method is a technique from probability theory for bounding the distance between probability measures using differential and difference operators. Although the method was initially designed as a technique for proving central limit theorems, it has recently caught the attention of the machine learning (ML) community and has been used for a variety of practical tasks. Recent applications include goodness-of-fit testing, generative modeling, global non-convex optimisation, variational inference, de novo sampling, constructing powerful control variates for Monte Carlo variance reduction, and measuring the quality of Markov chain Monte Carlo algorithms.
Speakers include Anima Anandkumar, Lawrence Carin, Louis Chen, Andrew Duncan, Arthur Gretton, and Susan Holmes. I am quite sorry to miss two workshops dedicated to Stein’s work in a row, the other one being at NUS, Singapore, around the Stein paradox.