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math.ST2026
Stein's method for the matrix normal distribution
Robert E. Gaunt, Frédéric Ouimet, Frédéric Ouimet +1
This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal app…
math.ST2025
Normal approximation for the posterior in exponential families
Adrian Fischer, Robert E. Gaunt, Gesine Reinert +1
In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in expo…
math.ST2024
Stein's Method of Moments
Bruno Ebner, Adrian Fischer, Robert E. Gaunt +2
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for margin…