Advances in Stein’s Method and its Applications in Machine Learning and Optimization

Recently a variety of state-of-the-art methods in machine learning and artificial intelligence have been developed motivated by techniques from Stein’s method, a successful tool from the field of probability theory. These methods have enabled efficient analysis of the large amounts of data being produced in several scientific fields, like neuroscience, information technology, and finance. Motivated by this success, there has been an ever increasing interest in exploring further connections between Stein’s method and machine learning. The focus of this workshop is to consolidate isolated efforts and develop a theoretically principled inferential and computational framework via Stein's method for analyzing increasingly complex models and data objects. This workshop is intended to bring together prominent and promising young and diverse researchers working on Stein’s method and machine learning, and to charter the path for future development in the field.