Bounding distributional errors via density ratios
نویسندگان
چکیده
We present some new and explicit error bounds for the approximation of distributions. The is quantified by maximal density ratio distribution $Q$ to be approximated its proxy $P$. This non-symmetric measure more informative than implies total variation distance. Explicit problems include, among others, hypergeometric binomial distributions, Poisson beta gamma In many cases we provide both upper (matching) lower bounds.
منابع مشابه
Bounding errors of Expectation-Propagation
Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic interpretation in the number n of datapoints, which allows us to study EP’s convergence with respect to the true posterior. In particular, we show that EP converg...
متن کاملEfficiently Bounding Cardinality Ratios through Database Constraints
Numerical dependencies (NDs) are a type of database constraints in which one limits the number of distinct Y -values that can appear together with any X-value, where both X and Y are sets of attributes. The seminal work by Grant and Minker has shown that NDs are not finitely axiomatizable, which has cut further investigation on this kind of constraints. In this paper we show that, given a set o...
متن کاملBounding cochordal cover number of graphs via vertex stretching
It is shown that when a special vertex stretching is applied to a graph, the cochordal cover number of the graph increases exactly by one, as it happens to its induced matching number and (Castelnuovo-Mumford) regularity. As a consequence, it is shown that the induced matching number and cochordal cover number of a special vertex stretching of a graph G are equal provided G is well-covered bipa...
متن کاملBounding Component Behavior via Protocols
In this paper we enhance the SOFA Component Description Language with a semantic description of a component's functionality. There are two key requirements this description aims to address: First, for the design purpose, it should ensure correct composition of the nested architectural abstractions; second, it should be easy-to-read so that an average user can identify a component with the corre...
متن کاملDistributional properties of some financial ratios in insurance
This paper presents a distributional analysis of some financial ratios in the insurance industry. Although previous studies have established a reasonably good understanding of the frequency distributions of financial ratios, to date most of our knowledge has been derived from cross-sectoral studies, or from the manufacturing sector in particular. This paper aims to contribute to the literature ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2021
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/20-bej1256