Stein’s method meets computational statistics: a review of some recent developments
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 theoretical statistics, Stein’s method has led to significant advances in computational statistics in recent years. The...
| Main Authors: | , , , , , , , , , , , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2022
|