#stein_discrepancy

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.

Wed 4th

Provided by Wikipedia

Learn More
0 searches
This keyword has never been searched before
This keyword has never been searched for with any other keyword.