output
20142022
most citedStochastic Optimization for Large-scale Optimal Transport

147 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing math.PRShow all

3 papers · 1 filter

math.PR2018★ 12 cited

Stein operators, kernels and discrepancies for multivariate continuous distributions

Guillaume Mijoule, Gesine Reinert, Yvik Swan

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which w…

math.PR2018★ 7 cited

Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem

Thomas Gallouët, Guillaume Mijoule, Yvik Swan

Consider the multivariate Stein equation , where is a standard -dimensional Gaussian random vector, and let be the solution give…

math.PR2016★ 4 cited

An algebra of Stein operators

Robert E. Gaunt, Guillaume Mijoule, Yvik Swan

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 b…