3 papers
math.ST2026
The general regularisation scheme applied to conditional density estimation
Gilles Germain
The general regularisation scheme, a versatile approach for nonparametric estimation, has been successfully applied to regression, density ratio, and score estimation. In this pape…
math.PR2023
One-dimensional Stein's method with bespoke derivatives
Gilles Germain, Yvik Swan
We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete dist…
math.PR2021
A note on one-dimensional Poincaré inequalities by Stein-type integration
Gilles Germain, Yvik Swan
We study the weighted Poincaré constant of a probability density with weight function using integration methods inspired by Stein's method. We obtain a new version…