Multivariate Stein factors for a class of strongly log-concave distributions

DOI10.1214/16-ECP15zbMath1348.60116arXiv1512.07392OpenAlexW2962955457WikidataQ123016820 ScholiaQ123016820MaRDI QIDQ321144

Jackson Gorham, Lester Mackey

Publication date: 7 October 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07392

zbMATH Keywords

Stein's methodgenerator methodmultivariate log-concave distributionoverdamped Langevin diffusionStein discrepancyStein factorssynchronous coupling

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Approximations to statistical distributions (nonasymptotic) (62E17)

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