A Riemannian-Stein Kernel Method
This paper presents a theoretical analysis of numerical integration based on interpolation with a...
Barp A, Oates CJ, Porcu E, Girolami M. A Riemannian-Stein Kernel Method. 2018.
Bio
Alessandro is a PhD student that studied math and physics in Warwick (focus on continuum and fluid mechanics) and theoretical physics and geometry in Cambridge. He is now working in the math department of Imperial (supervised by Prof Girolami) on information geometry and statistics.
Research interests
Alessandro works on sampling methods (mainly Hamiltonian Monte Carlo methods) as well as Information geometry. More generally he is interested in all applications of geometry (including functional analysis) in science.