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On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model.

Authors :
Tomczak, Jakub M.
Source :
Statistics & Probability Letters. Aug2016, Vol. 115, p8-15. 8p.
Publication Year :
2016

Abstract

The full-order Perturb-and-MAP model is equivalent to the Gibbs distribution, but its applicability is limited. Empirically it is shown that low-dimensional Gumbel perturbations allow to approximate the Gibbs distribution but their theoretical properties remain unclear. In this note we fill this gap. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01677152
Volume :
115
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
115264679
Full Text :
https://doi.org/10.1016/j.spl.2016.03.019