Sebastian Schmon
Probabilistic inference, Computational Statistics, Markov chain Monte Carlo, High-Dimensional Statistics
I am a DPhil student at the Department of Statistics. My research interest are Bayesian Statistics and stochastic simulation techniques, in particular, the pseudo-marginal Metropolis-Hastings algorithm for intractable distributions.
My supervisors are Arnaud Doucet and George Deligiannidis.
Publications
2020
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S. M. Schmon
,
G. Deligiannidis
,
A. Doucet
,
M. K. Pitt
,
Large-sample asymptotics of the pseudo-marginal method, Biometrika, Jul. 2020.
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S. Schmon
,
A. Doucet
,
G. Deligiannidis
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Bernoulli race particle filters, in AISTATS 2019 - 22nd International Conference on Artificial Intelligence and Statistics, 2020.
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S. Schmon
,
G. Deligiannidis
,
A. Doucet
,
M. Pitt
,
Large sample asymptotics of the pseudo-marginal method, Biometrika, 2020.
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T. Joy
,
S. M. Schmon
,
P. Torr
,
S. Narayanaswamy
,
T. Rainforth
,
Rethinking Semi–Supervised Learning in VAEs, https://arxiv.org/abs/2006.10102, 2020.
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S. Groha
,
S. M. Schmon
,
A. Gusev
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Neural ODEs for Multi-state Survival Analysis, https://arxiv.org/abs/2006.04893, 2020.
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S. M. Schmon
,
P. W. Cannon
,
J. Knoblauch
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Generalized Posteriors in Approximate Bayesian Computation. 2020.
2019
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S. M. Schmon
,
G. Deligiannidis
,
A. Doucet
,
Bernoulli Race Particle Filters, AISTATS, 2019.
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J. K. Fitzsimons
,
S. M. Schmon
,
S. J. Roberts
,
Implicit Priors for Knowledge Sharing in Bayesian Neural Networks, 4th Neurips workshop on Bayesian Deep Learning, 2019.