Sampling from a high-dimensional distribution serves as one of the key components in statistics, machine learning, and scientific computing, and constitutes the foundation of the fields including Bayesian statistics and generative models [Liu and Liu, 2001, Brooks et al., 2011, Song et al.,

Sampling from a high-dimensional distribution serves as one of the key components in statistics, machine learning, and scientific computing, and constitutes the foundation of the fields including Bayesian statistics and generative models [Liu and Liu, 2001, Brooks et al., 2011, Song et al.,

TPP models in density estimation and strongly outperforms them in forecasting.

The authors contributed equally to this work 37th Conference on Neural Information Processing Systems (NeurIPS 2023). Developing upper bounds on the generalisation gap, i.e., generalisation bounds has been a longstanding topic in statistical learning.