In this paper, we show both theoretically and experimentally that, given sufficiently many samples of a measure, we can estimate its Poincaré constant.
Oct 28, 2019 · In this paper, we show both theoretically and experimentally that, given sufficiently many samples of a measure, we can estimate its Poincar{é} constant.
To accelerate the sampling procedure, a common technique in molecular dynamics is to re- sort to importance sampling strategies where the target probability ...
Oct 22, 2019 · Hence, the larger the Poincaré constant of a probability measure dµ is, the more difficult the sampling of dµ is. Note also that V need not be ...
Dec 31, 2019 · The Poincaré constant, for which the inequality is tight, is related to the typical convergence rate of diffusions to their equilibrium measure.
Poincaré inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence ...
Nov 22, 2019 · As a by-product of the estimation of the Poincaré constant, we derive an algorithm that captures a low dimensional representation of the data by ...
As a by-product of the estimation of the Poincar{é} constant, we derive an algorithm that captures a low dimensional representation of the data by finding ...
Missing: Poincaré | Show results with:Poincaré
Statistical estimation of the poincaré constant and application to sampling multimodal distributions. L Pillaud-Vivien, F Bach, T Lelièvre, A Rudi, G Stoltz.
In this paper, we show both theoretically and experimentally that, given sufficiently many samples of a measure, we can estimate its Poincaré constant. As a by- ...