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20102026
most citedA bound on the 2-Wasserstein distance between linear combinations of independent random variables

32 citations · 167 across the 40 of their papers we have counts for

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Showing 2013 · math.PRShow all

3 papers · 2 filters

math.PR2013★ 23 cited

Integration by parts and representation of information functionals

Ivan Nourdin, Giovanni Peccati, Yvik Swan

We introduce a new formalism for computing expectations of functionals of arbitrary random vectors, by using generalised integration by parts formulae. In doing so we extend recent…

math.PR2013★ 4 cited

Rates of convergence towards the Fréchet distribution

Carine Bartholmé, Yvik Swan

We develop Stein's method for the Fréchet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fréchet distribution.

math.PR2013★ 4 cited

Entropy and the fourth moment phenomenon

Ivan Nourdin, Giovanni Peccati, Yvik Swan

We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function o…