Measuring sample quality with diffusions

Jackson Gorham, Andrew B Duncan, Sebastian J Vollmer, Lester Mackey
October 2019
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Abstract

Project Euclid - mathematics and statistics online

Type
Journal article
Publication
Ann. Appl. Probab.
"Multivariate Stein factors; Itô diffusion; Stein's method; Stein discrepancy; sample quality; Wasserstein decay; Markov chain Monte Carlo"