Stein's Method for Probability Distributions on \mathbb{S}^1

Publication date 27 May 2021

Abstract: In this paper, we propose a modification to the density approach to Stein's method for intervals for the unit circle

m a t h b b S^{1}

which is motivated by the differing geometry of

m a t h b b S^{1}

to Euclidean space. We provide an upper bound to the Wasserstein metric for circular distributions and exhibit a variety of different bounds between distributions; particularly, between the von-Mises and wrapped normal distributions, and the wrapped normal and wrapped Cauchy distributions.

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