A Riemannian-Stein Kernel method

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Title: A Riemannian-Stein Kernel method
Authors: Barp, A
Oates, CJ
Porcu, E
Girolami, M
Item Type: Working Paper
Abstract: This paper presents a theoretical analysis of numerical integration based on interpolation with a Stein kernel. In particular, the case of integrals with respect to a posterior distribution supported on a general Riemannian manifold is considered and the asymptotic convergence of the estimator in this context is established. Our results are considerably stronger than those previously reported, in that the optimal rate of convergence is established under a basic Sobolev-type assumption on the integrand. The theoretical results are empirically verified on $\mathbb{S}^2$.
Issue Date: 14-Oct-2018
URI: http://hdl.handle.net/10044/1/72244
Keywords: math.ST
math.ST
stat.TH
math.ST
math.ST
stat.TH
stat.ME
stat.ME
Appears in Collections:Mathematics
Statistics
Faculty of Natural Sciences



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