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...
Main Author: | |
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2015-10-01
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Series: | ESAIM: Proceedings and Surveys |
Online Access: | http://dx.doi.org/10.1051/proc/201551003 |
Summary: | 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
how this procedure can be enriched by Malliavin calculus leading to a functional approach
valid in infinite dimensional spaces. |
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ISSN: | 2267-3059 |