Higher-order Stein kernels for Gaussian approximation
From MaRDI portal
Publication:5139059
DOI10.4064/sm190415-28-10zbMath1468.60032arXiv1812.02703OpenAlexW3038838410MaRDI QIDQ5139059
Publication date: 4 December 2020
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.02703
Related Items (11)
On infinite covariance expansions ⋮ First-order covariance inequalities via Stein's method ⋮ Stein's method for functions of multivariate normal random variables ⋮ Bounds for the chi-square approximation of Friedman's statistic by Stein's method ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ High-dimensional central limit theorems by Stein's method ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Stability of higher order eigenvalues in dimension one ⋮ New error bounds for Laplace approximationviaStein’s method
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
- Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
- Fundamentals of Stein's method
- Stein's method for comparison of univariate distributions
- Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis
- Probability problems connected with a certain integrodifferential inequality
- Fluctuations of eigenvalues and second order Poincaré inequalities
- A simple proof of the Poincaré inequality for a large class of probability measures
- Stein's method for diffusion approximations
- Stein's method and the zero bias transformation with application to simple random sampling
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Distributional transformations, orthogonal polynomials, and Stein characterizations
- On the rate of convergence in the entropic central limit theorem
- Stein's method for functions of multivariate normal random variables
- Fisher information and the central limit theorem
- Entropy and the fourth moment phenomenon
- Existence of Stein kernels under a spectral gap, and discrepancy bounds
- Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one
- Stein kernels and moment maps
- Stein's method, logarithmic Sobolev and transport inequalities
- Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence
- Normal Approximations with Malliavin Calculus
- Logarithmic Sobolev Inequalities
- Distances de Wasserstein et de Zolotarev
- A short survey of Stein's method
- Solution of Shannon’s problem on the monotonicity of entropy
- Entropy jumps for isotropic log-concave random vectors and spectral gap
- Analysis and Geometry of Markov Diffusion Operators
- Hardy's inequality with weights
This page was built for publication: Higher-order Stein kernels for Gaussian approximation