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

DOI10.1007/S41884-021-00051-9zbMATH Open1493.60035OpenAlexW3173675534MaRDI QIDQ2154665FDOQ2154665

Tomonari Sei

Publication date: 20 July 2022

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s41884-021-00051-9

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zbMATH Keywords

copulaWasserstein spaceoptimal transportationenergy minimizationcopositive distributionStein-type distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cited In (3)

• How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
• Coordinate-wise transformation and Stein-type densities
• When optimal transport meets information geometry

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