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Stein discrepancy

A Stein discrepancy is a statistical divergence between two probability measures that is rooted in Stein's method. It was first formulated as a tool to assess the quality of Markov chain Monte Carlo samplers, but has since been used in diverse settings in statistics, machine learning and computer science.

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Overview

Definition

Examples

Properties

Applications of Stein discrepancy

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Map overview Semantic statistics

Stein discrepancy

Nodes39
Edges38
Triples72
Avg. degree1.95
Density0.051282
Components1

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Stein discrepancy

Top relations

related to Graph Stein discrepancy · 8
Stein discrepancy → From, Given, GSD, GSDs, Langevin, Stein, The, The GSD
related to Optimal weighted approximation · 8
Stein discrepancy → For, However, If, In, Interestingly, Some, Stein, Then
related to Classical Stein discrepancy · 7
Stein discrepancy → Euclidean, For, Here, If, Langevin, Mv, Stein
related to Statistical estimation · 7
Stein discrepancy → Alternatively, Bayesian, For, Given, Stein, The, Theta
related to Variational inference · 7
Stein discrepancy → Bayesian, Given, Kullback, Leibler, Stein, Theta, This
related to Kernel Stein discrepancy · 6
Stein discrepancy → For, Hilbert, Indeed, Stein, Suppose, The
related to Other Stein discrepancies · 6
Stein discrepancy → Additional Stein, Discrepancy, Euclidean, Furthermore, Gradient-Free Kernel Conditional Stein, Stein
related to Convergence control · 5
Stein discrepancy → For, Gaussian, Other, Stein, Wasserstein
related to Convergence detection · 4
Stein discrepancy → For, Stein, The, Wasserstein
related to Properties · 3
Stein discrepancy → However, Stein, The

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Important terminology

displaystyle stein discrepancy mathcal kernel distribution probability operator set convergence mathbb appropriate control rightarrow textstyle given used graph classical discrepancies

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Stein discrepancyis astatistical divergence between two probability measures that is rooted in Stein's method0.90text
Stein discrepancyhas applicationSeveral0.60section
Stein discrepancyhas applicationStein0.60section
Stein discrepancyrelated to Classical Stein discrepancyFor0.60section
Stein discrepancyrelated to Classical Stein discrepancyLangevin0.60section
Stein discrepancyrelated to Classical Stein discrepancyStein0.60section
Stein discrepancyrelated to Classical Stein discrepancyHere0.60section
Stein discrepancyrelated to Classical Stein discrepancyEuclidean0.60section
Stein discrepancyrelated to Classical Stein discrepancyMv0.60section
Stein discrepancyrelated to Classical Stein discrepancyIf0.60section
Stein discrepancyrelated to Computable without the normalisation constantStein0.60section
Stein discrepancyrelated to Computable without the normalisation constantConsidering0.60section

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