Journal article
Approximating stationary distributions of fast mixing glauber dynamics, with applications to exponential random graphs
G Reinert, N Ross
Annals of Applied Probability | INST MATHEMATICAL STATISTICS-IMS | Published : 2019
DOI: 10.1214/19-AAP1478
Abstract
We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple expectation of the other. The result is applied to estimate, with explicit error, expectations of functions of random vectors for some Ising models and exponential random graphs in “high temperature” regimes.
Grants
Awarded by Alan Turing Institute
Funding Acknowledgements
Supported by ARC Grant DP150101459 and supported in part by the Alan Turing Institute, and the COST Action CA15109. Supported by ARC Grant DP150101459.