32 citations · 167 across the 40 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
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…
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…