3 citations · 4 across the 2 of their papers we have counts for
4 papers
Distances between distributions via Stein's method
Marie Ernst, Yvik Swan
We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these s…
On infinite covariance expansions
Marie Ernst, Gesine Reinert, Yvik Swan
In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead…
First order covariance inequalities via Stein's method
Marie Ernst, Gesine Reinert, Yvik Swan
We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions fo…
Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions
Marie Ernst, Gesine Reinert, Yvik Swan
In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wi…