Bounding Wasserstein Distance with Couplings
Author:
Affiliation:
1. Harvard University, Cambridge, MA
2. Microsoft Research New England, Cambridge, MA
Funder
NSF grant
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2023.2287773
Reference46 articles.
1. Near-Linear Time Approximation Algorithms for Optimal Transport via Sinkhorn Iteration;Altschuler J.;NeurIPS,2017
2. “On Markov Chain Monte Carlo Methods for Tall Data,”;Bardenet R.;Journal of Machine Learning Research,2017
3. Coupling-based Convergence Assessment of some Gibbs Samplers for High-Dimensional Bayesian Regression with Shrinkage Priors
4. Estimating Convergence of Markov Chains with L-lag couplings;Biswas N.;NeurIPS,2019
5. Variational Inference: A Review for Statisticians
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