Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity

DOI10.1214/24-AOS2453MaRDI QIDQ7013976zbMATH OpenFDO

Authors Sirio Legramanti, Daniele Durante, Pierre Alquier

Publication date 11 March 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-1/Concentration-of-discrepancy-based-approximate-Bayesian-computation-via-Rademacher-complexity/10.1214/24-AOS2453.full

zbMATH Keywords

Wasserstein distanceMMDRademacher complexityABCintegral probability semimetrics

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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