Speaker
Zeyu Ding
Description
In this talk I introduce MCBench, a benchmark suite designed to assess the quality of Monte Carlo (MC) samples. The benchmark suite enables quantitative comparisons of samples by applying different metrics, including basic statistical metrics as well as more complex measures, in particular the sliced Wasserstein distance and the maximum mean discrepancy. We apply these metrics to point clouds of both independent and identically distributed (IID) samples and correlated samples generated by MC techniques, such as Markov Chain Monte Carlo or Nested Sampling. Through repeated comparisons, we evaluate test statistics of the metrics, allowing to evaluate the quality of the MC sampling algorithms.
