Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
Stein's method compares probability distributions through the study of a class of linear
operators called Stein operators. While mainly studied in probability and used to underpin …

A bound on the Wasserstein-2 distance between linear combinations of independent random variables

B Arras, E Azmoodeh, G Poly, Y Swan - Stochastic processes and their …, 2019 - Elsevier
We provide a bound on a distance between finitely supported elements and general
elements of the unit sphere of ℓ 2 (N∗). We use this bound to estimate the Wasserstein-2 …

Some recent advances for limit theorems

B Arras, JC Breton, A Deshayes, O Durieu… - ESAIM: Proceedings …, 2020 - esaim-proc.org
We present some recent developments for limit theorems in probability theory, illustrating the
variety of this field of activity. The recent results we discuss range from Stein's method, as …

[HTML][HTML] An algebra of Stein operators

RE Gaunt, G Mijoule, Y Swan - Journal of Mathematical Analysis and …, 2019 - Elsevier
We build upon recent advances on the distributional aspect of Stein's method to propose a
novel and flexible technique for computing Stein operators for random variables that can be …

[HTML][HTML] On the gamma difference distribution

PJ Forrester - Statistics & Probability Letters, 2024 - Elsevier
The gamma difference distribution is defined as the difference of two independent gamma
distributions, with in general different shape and rate parameters. Starting with knowledge of …

[HTML][HTML] Malliavin–Stein method: a survey of some recent developments

E Azmoodeh, G Peccati, X Yang - Modern Stochastics: Theory and …, 2021 - vmsta.org
Initiated around the year 2007, the Malliavin–Stein approach to probabilistic approximations
combines Stein's method with infinite-dimensional integration by parts formulae based on …

Stein's method for functions of multivariate normal random variables

RE Gaunt - 2020 - projecteuclid.org
By the continuous mapping theorem, if a sequence of d-dimensional random vectors
(W_n)_n≧1 converges in distribution to a multivariate normal random variable Σ^1/2Z, then …

On algebraic Stein operators for Gaussian polynomials

E Azmoodeh, D Gasbarra, RE Gaunt - Bernoulli, 2023 - projecteuclid.org
On algebraic Stein operators for Gaussian polynomials Page 1 Bernoulli 29(1), 2023, 350–376
https://doi.org/10.3150/22-BEJ1460 On algebraic Stein operators for Gaussian polynomials …

A Stein characterisation of the distribution of the product of correlated normal random variables

RE Gaunt, S Li, HL Sutcliffe - arXiv preprint arXiv:2402.02264, 2024 - arxiv.org
We obtain a Stein characterisation of the distribution of the product of two correlated normal
random variables with non-zero means, and more generally the distribution of the sum of …

Stein's method for functions of multivariate normal random variables

RE Gaunt - arXiv preprint arXiv:1507.08688, 2015 - arxiv.org
By the continuous mapping theorem, if a sequence of $ d $-dimensional random vectors
$(\mathbf {W} _n) _ {n\geq1} $ converges in distribution to a multivariate normal random …