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

Jakub M. Tomczak

Statistics & Probability Letters, 2016, vol. 115, issue C, 8-15

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.

Keywords: Gibbs distribution; Gumbel distribution; Perturbation; Entropy; Kullback–Leibler divergence (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.03.019

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