activity
20122021
most citedOne-Step R-Estimation in Linear Models with Stable Errors

25 citations · 29 across the 6 of their papers we have counts for

collaborators

12 papers

math.PR2021

Stein's method and approximating the multidimensional quantum harmonic oscillator

Ian W. McKeague, Yvik Swan

Stein's method is used to study discrete representations of multidimensional distributions that arise as approximations of states of quantum harmonic oscillators. These representat…

math.PR2019

Simple variance bounds with applications to Bayesian posteriors and intractable distributions

Fraser Daly, Fatemeh Ghaderinezhad, Christophe Ley +1

Using coupling techniques based on Stein's method for probability approximation, we revisit classical variance bounding inequalities of Chernoff, Cacoullos, Chen and Klaassen. Taki…

math.PR2019

Distances between distributions via Stein's method

Marie Ernst, Yvik Swan

We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these s…

math.PR20193 cited

On infinite covariance expansions

Marie Ernst, Gesine Reinert, Yvik Swan

In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead…

math.PR2019

First order covariance inequalities via Stein's method

Marie Ernst, Gesine Reinert, Yvik Swan

We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions fo…

math.PR2019

Some new Stein operators for product distributions

Robert E. Gaunt, Guillaume Mijoule, Yvik Swan

We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent r…