Showing math.PRShow all
2 papers · 1 filter
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…