Measuring sample quality with diffusions
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Publication:2286455
DOI10.1214/19-AAP1467zbMath1439.60073arXiv1611.06972WikidataQ123016800 ScholiaQ123016800MaRDI QIDQ2286455
Sebastian J. Vollmer, Andrew B. Duncan, Lester Mackey, Jackson Gorham
Publication date: 22 January 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06972
Markov chain Monte CarloStein's methodStein discrepancyItô diffusionsample qualitymultivariate Stein factorsWasserstein decay
Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30)
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