A diffusion approach to Stein's method on Riemannian manifolds

DOI10.3150/23-BEJ1625arXiv2003.11497OpenAlexW4391458297WikidataQ128886564 ScholiaQ128886564MaRDI QIDQ6201841FDOQ6201841

Karthik Bharath, Christopher J. Fallaize, Alexander Lewis, Huiling Le

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We detail an approach to develop Stein's method for bounding integral metrics on probability measures defined on a Riemannian manifold $mathbfM$. Our approach exploits the relationship between the generator of a diffusion on $mathbfM$ with target invariant measure and its characterising Stein operator. We consider a pair of such diffusions with different starting points, and through analysis of the distance process between the pair, derive Stein factors, which bound the solution to the Stein equation and its derivatives. The Stein factors contain curvature-dependent terms and reduce to those currently available for $mathbb{R}^m$, and moreover imply that the bounds for $mathbb{R}^m$ remain valid when $mathbfM$ is a flat manifold

Full work available at URL: https://arxiv.org/abs/2003.11497

zbMATH Keywords

Wasserstein distancecouplingStein equationstochastic flowintegral metrics

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (1)

• Central limit theorem for intrinsic Fréchet means in smooth compact Riemannian manifolds

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