Add to ORKGIn the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived using Malliavin calculus. We also introduce a new form of discrepancy which we use, in the second part of the paper, to provide bounds on the 2-Wasserstein distance between linear combinations of independent centered random variables. Our method of proof is entirely original. In particular it does not rely on estimation of bounds on solutions of the so-called Stein equations at the heart of Stein's method. We provide several applications, and discuss comparison with recent similar results on the same topic
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distan...
52 pages. To appear in GAFAInternational audienceWe develop connections between Stein's approximatio...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations fo...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
The Stein's method is a collection of probabilistic techniques for answering the ques- tion as to ho...
peer reviewedWe build on the formalism developed in Ernst et al. (First order covariance inequalitie...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distan...
52 pages. To appear in GAFAInternational audienceWe develop connections between Stein's approximatio...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations fo...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
The Stein's method is a collection of probabilistic techniques for answering the ques- tion as to ho...
peer reviewedWe build on the formalism developed in Ernst et al. (First order covariance inequalitie...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distan...
52 pages. To appear in GAFAInternational audienceWe develop connections between Stein's approximatio...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...