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The {Stein-Dirichlet-Malliavin} method

Abstract : The Stein's method is a popular method used to derive upper-bounds of distances between probability distributions. It can be viewed, in certain of its formulations, as an avatar of the semi-group or of the smart-path method used commonly in Gaussian analysis. We show how this procedure can be enriched by Malliavin calculus leading to a functional approach valid in infinite dimensional spaces.
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Contributor : Laurent Decreusefond Connect in order to contact the contributor
Submitted on : Tuesday, May 5, 2015 - 10:03:06 AM
Last modification on : Tuesday, October 19, 2021 - 11:14:15 AM
Long-term archiving on: : Monday, September 14, 2015 - 6:51:50 PM

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Laurent Decreusefond. The {Stein-Dirichlet-Malliavin} method. ESAIM: Proceedings, EDP Sciences, 2015, 51, pp.49-59. ⟨10.1051/proc/201551003⟩. ⟨hal-01148692⟩

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