Stein's method, logarithmic Sobolev and transport inequalities

From MaRDI portal
Revision as of 15:39, 2 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2339746

DOI10.1007/s00039-015-0312-0zbMath1350.60013arXiv1403.5855OpenAlexW1985089293MaRDI QIDQ2339746

Ivan Nourdin, Giovanni Peccati, Michel Ledoux

Publication date: 2 April 2015

Published in: Geometric and Functional Analysis. GAFA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5855




Related Items (44)

Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernelsParametric Stein operators and variance boundsScaling limit of the homogenization commutator for Gaussian coefficient fieldsGeometric sums, size biasing and zero biasingOn Stein's method for multivariate self-decomposable laws with finite first momentWasserstein-2 bounds in normal approximation under local dependenceA family of wave equations with some remarkable propertiesThe fourth moment theorem on the Poisson spaceOn infinite covariance expansionsStability of the Bakry-Émery theorem on \(\mathbb{R}^n\)A stroll along the gammaBounds on the Poincaré constant for convolution measuresHigh-dimensional central limit theorems for homogeneous sumsOptimal bounds in normal approximation for many interacting worldsStein's method meets computational statistics: a review of some recent developmentsWasserstein-\(p\) bounds in the central limit theorem under local dependenceSome inequalities on Riemannian manifolds linking entropy, Fisher information, Stein discrepancy and Wasserstein distanceBounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimatorsStein's density method for multivariate continuous distributionsFrom \(p\)-Wasserstein bounds to moderate deviationsCovariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTsA Stein deficit for the logarithmic Sobolev inequalityStein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theoremStein’s method of normal approximation for dynamical systemsHigher-order pathwise theory of fluctuations in stochastic homogenizationHigher-order Stein kernels for Gaussian approximationA quantitative fourth moment theorem in free probability theoryApproximation of stable law in Wasserstein-1 distance by Stein's methodMalliavin-Stein method: a survey of some recent developmentsHigh-dimensional central limit theorems by Stein's methodEigenvalue inequalities for the Markov diffusion operatorStein approximation for functionals of independent random sequencesFree Stein kernels and an improvement of the free logarithmic Sobolev inequalityRecent advances in various fields of numerical probabilityOrnstein–Uhlenbeck operators and semigroupsQuantitative normal approximation of linear statistics of \(\beta \)-ensemblesStein's method of normal approximation: some recollections and reflectionsMultivariate approximations in Wasserstein distance by Stein's method and Bismut's formulaExistence of Stein kernels under a spectral gap, and discrepancy boundsA regularity method for lower bounds on the Lyapunov exponent for stochastic differential equationsWeighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension oneStein kernels and moment mapsRelaxing the Gaussian assumption in shrinkage and SURE in high dimensionStein meets Malliavin in normal approximation




Cites Work




This page was built for publication: Stein's method, logarithmic Sobolev and transport inequalities