Quantifying the accuracy of approximate diffusions and Markov chains

20 May 2016Jonathan H. HugginsJames Zou

Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating these stochastic processes can be considerable, and many algorithms have been proposed to approximate the underlying Markov chain or diffusion... (read more)

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