Open Access
October 2019 Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs
Gesine Reinert, Nathan Ross
Ann. Appl. Probab. 29(5): 3201-3229 (October 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.

Citation

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Gesine Reinert. Nathan Ross. "Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs." Ann. Appl. Probab. 29 (5) 3201 - 3229, October 2019. https://doi.org/10.1214/19-AAP1478

Information

Received: 1 December 2017; Revised: 1 January 2019; Published: October 2019
First available in Project Euclid: 18 October 2019

zbMATH: 07155070
MathSciNet: MR4019886
Digital Object Identifier: 10.1214/19-AAP1478

Subjects:
Primary: 60B10
Secondary: 05C80

Keywords: exponential random graphs , Glauber dynamics , Stein’s method

Rights: Copyright © 2019 Institute of Mathematical Statistics

Vol.29 • No. 5 • October 2019
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