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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 2016 · math.PRShow all

7 papers · 2 filters

math.PR2016★ 6 cited

IT formulae for gamma target: mutual information and relative entropy

Benjamin Arras, Yvik Swan

In this paper, we introduce new Stein identities for gamma target distribution as well as a new non-linear channel specifically designed for gamma inputs. From these two ingredient…

math.PR2016★ 2 cited

Stein's method, many interacting worlds and quantum mechanics

Ian W. McKeague, Erol A. Peköz, Yvik Swan

Hall, Deckert and Wiseman (2014) recently proposed that quantum theory can be understood as the continuum limit of a deterministic theory in which there is a large, but finite, num…

math.PR2016★ 24 cited

A new approach to the Stein-Tikhomirov method: with applications to the second Wiener chaos and Dickman convergence

Benjamin Arras, Guillaume Mijoule, Guillaume Poly +1

In this paper, we propose a general means of estimating the rate at which convergences in law occur. Our approach, which is an extension of the classical Stein-Tikhomirov method, r…

math.PR2016★ 4 cited

An algebra of Stein operators

Robert E. Gaunt, Guillaume Mijoule, Yvik Swan

We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can b…

math.PR2016

One step futher: an explicit solution to Robbins' problem when

Rémi Dendievel, Yvik Swan

Fix some and let be independent random variables drawn from the uniform distribution on . A decision maker is shown the variables se…

math.PR2016

On the rate of convergence in de Finetti's representation theorem

Guillaume Mijoule, Giovanni Peccati, Yvik Swan

A consequence of de Finetti's representation theorem is that for every infinite sequence of exchangeable 0-1 random variables , there exists a probability measure $…

math.PR2016★ 5 cited

Stein's method on the second Wiener chaos : 2-Wasserstein distance

Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between…