一类强对数凹分布的多变量Stein因子
概率论
2016-11-24 v6
摘要
我们为一大类多变量强对数凹目标分布的Stein方程解的低阶导数建立了一致界。这些“Stein因子”界提供了对Wasserstein及相关光滑函数距离的控制，并非常适合于分析Gorham与Mackey的可计算Stein差异度量。我们的证明论证是概率性的，并以多个过阻尼Langevin扩散的同步耦合为特征。
引用
@article{arxiv.1512.07392,
title = {Multivariate Stein Factors for a Class of Strongly Log-concave Distributions},
author = {Lester Mackey and Jackson Gorham},
journal= {arXiv preprint arXiv:1512.07392},
year = {2016}
}
备注
14 pages. The strong continuity argument in an earlier version did not identify an appropriate Banach space; this version does so. arXiv admin note: substantial text overlap with arXiv:1506.03039