Bounding Wasserstein distance with couplings

6 December 2021

Papers citing "Bounding Wasserstein distance with couplings"

49 / 49 papers shown

Title
Variational Inference for Uncertainty Quantification: an Analysis of Trade-offs C. Margossian Loucas Pillaud-Vivien Lawrence K. Saul UD 102 2 0 20 Mar 2024
A fast asynchronous MCMC sampler for sparse Bayesian inference Yves F. Atchadé Liwei Wang 41 3 0 14 Aug 2021
Discrete sticky couplings of functional autoregressive processes Alain Durmus A. Eberle Aurélien Enfroy Arnaud Guillin Pierre Monmarché 29 7 0 14 Apr 2021
Optimal transport couplings of Gibbs samplers on partitions for unbiased estimation Brian L. Trippe Tin D. Nguyen Tamara Broderick OT 13 3 0 09 Apr 2021
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 47 14 0 09 Dec 2020
Maximal couplings of the Metropolis-Hastings algorithm J. O'Leary Guanyang Wang Pierre E. Jacob 44 21 0 16 Oct 2020
Stochastic Stein Discrepancies Jackson Gorham Anant Raj Lester W. Mackey 47 37 0 06 Jul 2020
Validated Variational Inference via Practical Posterior Error Bounds Jonathan H. Huggins Mikolaj Kasprzak Trevor Campbell Tamara Broderick 52 37 0 09 Oct 2019
Stochastic gradient Markov chain Monte Carlo Christopher Nemeth Paul Fearnhead BDL 57 137 0 16 Jul 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 46 48 0 23 May 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 37 926 0 19 Mar 2019
Unbiased Smoothing using Particle Independent Metropolis-Hastings Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 39 21 0 05 Feb 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 54 136 0 21 Dec 2018
Unbiased Markov chain Monte Carlo for intractable target distributions Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 28 33 0 23 Jul 2018
Scalable Gaussian Process Inference with Finite-data Mean and Variance Guarantees Jonathan H. Huggins Trevor Campbell Mikolaj Kasprzak Tamara Broderick 49 15 0 26 Jun 2018
Random Feature Stein Discrepancies Jonathan H. Huggins Lester W. Mackey 67 45 0 20 Jun 2018
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 61 32 0 15 Jun 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 94 138 0 01 May 2018
Convergence and Concentration of Empirical Measures under Wasserstein Distance in Unbounded Functional Spaces Jing Lei 43 120 0 27 Apr 2018
Computational Optimal Transport Gabriel Peyré Marco Cuturi OT 195 2,143 0 01 Mar 2018
Bayesian Coreset Construction via Greedy Iterative Geodesic Ascent Trevor Campbell Tamara Broderick 59 137 0 05 Feb 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 254 0 08 Jan 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 54 63 0 01 Sep 2017
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance Jonathan Niles-Weed Francis R. Bach 175 421 0 01 Jul 2017
Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration Jason M. Altschuler Jonathan Niles-Weed Philippe Rigollet OT 66 590 0 26 May 2017
Central Limit Theorem for empirical transportation cost in general dimension E. del Barrio Jean-Michel Loubes OT 40 107 0 03 May 2017
Measuring Sample Quality with Kernels Jackson Gorham Lester W. Mackey 116 223 0 06 Mar 2017
Measuring Sample Quality with Diffusions Jackson Gorham Andrew B. Duncan Sandra Jeanne Vollmer Lester W. Mackey 68 116 0 21 Nov 2016
Coresets for Scalable Bayesian Logistic Regression Jonathan H. Huggins Trevor Campbell Tamara Broderick 52 218 0 20 May 2016
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 74 33 0 05 May 2016
A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation Qiang Liu Jason D. Lee Michael I. Jordan 98 483 0 10 Feb 2016
A Kernel Test of Goodness of Fit Kacper P. Chwialkowski Heiko Strathmann Arthur Gretton BDL 181 328 0 09 Feb 2016
Variational Inference: A Review for Statisticians David M. Blei A. Kucukelbir Jon D. McAuliffe BDL 242 4,778 0 04 Jan 2016
Importance Sampling: Intrinsic Dimension and Computational Cost S. Agapiou O. Papaspiliopoulos D. Sanz-Alonso Andrew M. Stuart 61 161 0 19 Nov 2015
The sample size required in importance sampling S. Chatterjee P. Diaconis 88 191 0 04 Nov 2015
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation Nicolas Chopin James Ridgway 65 76 0 29 Jun 2015
Fast sampling with Gaussian scale-mixture priors in high-dimensional regression A. Bhattacharya Antik Chakraborty Bani Mallick 60 179 0 15 Jun 2015
Measuring Sample Quality with Stein's Method Jackson Gorham Lester W. Mackey 96 225 0 09 Jun 2015
On Markov chain Monte Carlo methods for tall data Rémi Bardenet Arnaud Doucet Chris Holmes 71 279 0 11 May 2015
Perturbation theory for Markov chains via Wasserstein distance Daniel Rudolf Nikolaus Schweizer 67 108 0 13 Mar 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Bayesian variable selection with shrinking and diffusing priors N. Narisetty Xuming He BDL 83 212 0 26 May 2014
Ergodicity of Approximate MCMC Chains with Applications to Large Data Sets Natesh S. Pillai Aaron Smith 64 59 0 01 May 2014
Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances Marco Cuturi OT 190 4,251 0 04 Jun 2013
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions A. Eberle 91 41 0 03 Oct 2012
Stochastic Variational Inference Matt Hoffman David M. Blei Chong-Jun Wang John Paisley BDL 242 2,619 0 29 Jun 2012
Rényi Divergence and Kullback-Leibler Divergence T. Erven P. Harremoes 79 1,334 0 12 Jun 2012
MCMC using Hamiltonian dynamics Radford M. Neal 290 3,276 0 09 Jun 2012
Non-asymptotic mixing of the MALA algorithm Nawaf Bou-Rabee Martin Hairer Eric Vanden-Eijnden 68 94 0 20 Aug 2010