13 citations · 13 across the 2 of their papers we have counts for
9 papers
A stroll along the gamma
Benjamin Arras, Yvik Swan
We provide the first in-depth study of the "smart path" interpolation between an arbitrary probability measure and the gamma- distribution. We propose new explicit represen…
Distances between nested densities and a measure of the impact of the prior in Bayesian statistics
Christophe Ley, Gesine Reinert, Yvik Swan
In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {univariate continuous distributions} with probability densities and …
Stein's method for comparison of univariate distributions
Christophe Ley, Gesine Reinert, Yvik Swan
We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution…
Parametric Stein operators and variance bounds
Christophe Ley, Yvik Swan
Stein operators are differential operators which arise within the so-called Stein's method for stochastic approximation. We propose a new mechanism for constructing such operators…
Maximum likelihood characterization of distributions
Mitia Duerinckx, Christophe Ley, Yvik Swan
A famous characterization theorem due to C.F. Gauss states that the maximum likelihood estimator (MLE) of the parameter in a location family is the sample mean for all samples of a…
On a connection between Stein characterizations and Fisher information
Christophe Ley, Yvik Swan
We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator…