{"title":"Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs","authors":"G. Reinert, Nathan Ross","doi":"10.1214/19-aap1478","DOIUrl":null,"url":null,"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.","PeriodicalId":50979,"journal":{"name":"Annals of Applied Probability","volume":" ","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2017-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"22","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/19-aap1478","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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.