Coordinate-wise transformation and Stein-type densities

DOI10.1007/978-3-319-68445-1_77MaRDI QIDQ1689209zbMATH OpenOpenAlexFDO

Authors Tomonari Sei

Publication date 12 January 2018

Full work available at URL https://doi.org/10.1007/978-3-319-68445-1_77

zbMATH Keywords

coordinate-wise transformationcopositivitycopulafree-energy functionaloptimal transportpositive dependenceStein-type density

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of information, entropy (94A17)

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(1)

• Coordinate-wise transformation of probability distributions to achieve a Stein-type identity

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