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We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

概率论 · 数学 2020-07-28 Nicolas Privault , Grzegorz Serafin

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

计算工程、金融与科学 · 计算机科学 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

Let $(X_n)_{n=0}^\infty$ denote a Markov chain on a Polish space that has a stationary distribution $\varpi$. This article concerns upper bounds on the Wasserstein distance between the distribution of $X_n$ and $\varpi$. In particular, an…

概率论 · 数学 2021-02-16 Qian Qin , James P. Hobert

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

统计理论 · 数学 2025-01-14 Adrian Fischer , Robert E. Gaunt , Gesine Reinert , Yvik Swan

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

概率论 · 数学 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…

统计理论 · 数学 2021-12-28 Andreas Anastasiou , Robert E. Gaunt

Exponential random graph models have become increasingly important in the study of modern networks ranging from social networks, economic networks, to biological networks. They seek to capture a wide variety of common network tendencies…

概率论 · 数学 2019-06-07 Ryan DeMuse , Terry Easlick , Mei Yin

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

统计理论 · 数学 2020-01-29 Jing Lei

In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

概率论 · 数学 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

We consider the problem of generating uniformly random partitions of the vertex set of a graph such that every piece induces a connected subgraph. For the case where we want to have partitions with linearly many pieces of bounded size, we…

概率论 · 数学 2022-06-02 Alan Frieze , Wesley Pegden

We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…

概率论 · 数学 2018-06-25 Thomas Bonis

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

统计理论 · 数学 2011-02-28 Neal Madras , Deniz Sezer

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…

概率论 · 数学 2019-01-23 Xiao Fang

Conditional distribution is a fundamental quantity for describing the relationship between a response and a predictor. We propose a Wasserstein generative approach to learning a conditional distribution. The proposed approach uses a…

机器学习 · 计算机科学 2021-12-21 Shiao Liu , Xingyu Zhou , Yuling Jiao , Jian Huang

The object of study in this paper is the expected $2$-Wasserstein distance between the empirical measures of several point processes and their respective limit. For this, the main tool developed is a smoothing procedure in Euclidean spaces…

概率论 · 数学 2026-03-20 P. García Arias

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

概率论 · 数学 2015-03-03 Jérôme Dedecker , Florence Merlevède

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

概率论 · 数学 2022-03-15 Thomas Bonis

While the asymptotic normality of the maximum likelihood estimator under regularity conditions is long established, this paper derives explicit bounds for the bounded Wasserstein distance between the distribution of the maximum likelihood…

统计理论 · 数学 2016-09-29 Andreas Anastasiou , Gesine Reinert

We show that the Potts model on a graph can be approximated by a sequence of independent and identically distributed spins in terms of Wasserstein distance at high temperatures. We prove a similar result for the Curie--Weiss--Potts model on…

概率论 · 数学 2026-01-14 Roxanne He , Jackie Lok

This paper deals with bilateral-gamma (BG) approximation to functionals of an isonormal Gaussian process. We use Malliavin-Stein method to obtain the error bounds for the smooth Wasserstein distance. As by-products, the error bounds for…

概率论 · 数学 2024-10-01 Kalyan Barman , Tomoyuki Ichiba , Palaniappan Vellaisamy
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