Measuring sample quality with diffusions (Q2286455)

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Measuring sample quality with diffusions
scientific article

    Statements

    title
    Measuring sample quality with diffusions (English)
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    author
    Jackson Gorham
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    Andrew B. Duncan
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    Sebastian J. Vollmer
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    Lester Mackey
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    publication date
    22 January 2020
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    zbMATH Keywords
    multivariate Stein factors
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    Itô diffusion
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    Stein's method
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    Stein discrepancy
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    sample quality
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    Wasserstein decay
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    Markov chain Monte Carlo
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    describes a project that uses
    Gurobi
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    BayesDA
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    Julia
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    Identifiers

    DOI
    10.1214/19-AAP1467
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    Mathematics Subject Classification ID
    60J60
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    60E15
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    65C30
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    65C05
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    zbMATH DE Number
    7155062
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    Wikidata QID
    Q123016800
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    arXiv ID
    1611.06972
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