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Stein's Method as a Computational Tool

Stein's Method as a Computational Tool

Stein’s method was originally developed as a proof technique in probability theory, but has recently led to significant advances in statistics and machine learning. These include new methods for hypothesis testing, parametric estimation, Monte Carlo methods, variational inference algorithms, and generalised Bayesian inference schemes. This course will aim to demystify the various technical tools used in Stein's method to make these new algorithms accessible to a wide audience of statisticians.