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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Junhui Gao

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Preprint Aug 2026

Kernelized Stein Discrepancy for Goodness-of-Fit Tests and Stein Sampling in R

Stein's method constructs computable discrepancies between a target distribution and a candidate distribution without requiring the target distribution's normalizing constant. These discrepancies support goodness-of-fit tests for model assessment as well as sampling tools for empirical approximation. The R package stei...

Junhui Gao, E. Arias-Castro · 0 citations

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