Convergence rates for a class of estimators based on Stein's method
From MaRDI portal
Publication:1740521
DOI10.3150/17-BEJ1016zbMath1459.60064arXiv1603.03220WikidataQ128264111 ScholiaQ128264111MaRDI QIDQ1740521
Jon Cockayne, Chris J. Oates, François-Xavier Briol, Mark A. Girolami
Publication date: 30 April 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03220
Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05)
Related Items (11)
A Riemann-Stein kernel method ⋮ Unnamed Item ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Variance reduction for Markov chains with application to MCMC ⋮ Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization ⋮ Convergence rates for a class of estimators based on Stein's method ⋮ Monte Carlo integration with a growing number of control variates ⋮ Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings ⋮ Optimal Monte Carlo integration on closed manifolds ⋮ Probabilistic integration: a role in statistical computation? ⋮ Variance reduction for Metropolis-Hastings samplers
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Zero variance Markov chain Monte Carlo for Bayesian estimators
- Integral approximation by kernel smoothing
- Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
- On convergence rates of Gibbs samplers for uniform distributions
- On the Poisson equation for Metropolis-Hastings chains
- Convergence rates for a class of estimators based on Stein's method
- Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
- Measuring sample quality with diffusions
- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- Probabilistic integration: a role in statistical computation?
- 10.1162/153244302760185252
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Markov Chains and Stochastic Stability
- Efficiency of Multivariate Control Variates in Monte Carlo Simulation
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers
- Sobolev bounds on functions with scattered zeros, with applications to radial basis function surface fitting
- Variance reduction through smoothing and control variates for Markov chain simulations
- Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation
- Bayesian Probabilistic Numerical Methods
- Control Variates for the Metropolis–Hastings Algorithm
- Control Functionals for Monte Carlo Integration
- Scattered Data Approximation
This page was built for publication: Convergence rates for a class of estimators based on Stein's method
