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math.PR2020★ 1 cited
Normal approximation via non-linear exchangeable pairs
Christian Döbler
We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property.…
math.PR2020
Stein's method of exchangeable pairs in multivariate functional approximations
Christian Döbler, Mikołaj J. Kasprzak
In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approxima…