The Stein-Dirichlet-Malliavin method
arXiv:1505.06075
Abstract
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.
arXiv commentin ESAIM: Proceedings, EDP Sciences, 2015, pp.11