Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs

IF 1.8 2区 数学 Q2 STATISTICS & PROBABILITY Annals of Applied Probability Pub Date : 2017-12-15 DOI:10.1214/19-aap1478
G. Reinert, Nathan Ross
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引用次数: 22

Abstract

We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple expectation of the other. The result is applied to estimate, with explicit error, expectations of functions of random vectors for some Ising models and exponential random graphs in "high temperature" regimes.
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快速混合Glauber动力学平稳分布的逼近及其在指数随机图中的应用
我们给出了伯努利随机变量序列的两个任意分布之间的Wasserstein距离的一般界。边界是用一个序列的格劳伯动力学的混合量和另一个序列的简单期望来表示的。结果被用于估计一些伊辛模型和指数随机图在“高温”状态下的随机向量函数的期望,具有显式误差。
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来源期刊
Annals of Applied Probability
Annals of Applied Probability 数学-统计学与概率论
CiteScore
2.70
自引率
5.60%
发文量
108
审稿时长
6-12 weeks
期刊介绍: The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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