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

DOI10.1007/S41884-021-00051-9MaRDI QIDQ2154665zbMATH OpenOpenAlexFDO

Authors Tomonari Sei

Publication date 20 July 2022

Published in Information Geometry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

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)

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

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