The Stein-Dirichlet-Malliavin method
The Stein’s method is a popular method used to derive upper-bounds of distances between probability distributions. It can be viewed, in certain of its formulations, as an avatar of the semi-group or of the smart-path method used commonly in Gaussian analysis. We show ho...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2015-10-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201551003 |