Bounding Hellinger Distance with Stein's Method
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866915505173954560 |
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| author | Austern, Morgane Mackey, Lester |
| author_facet | Austern, Morgane Mackey, Lester |
| contents | This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and efficient concentration inequalities for U-statistics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_04322 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Bounding Hellinger Distance with Stein's Method Austern, Morgane Mackey, Lester Probability 60F05 (Primary) 60F10 (Secondary) This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and efficient concentration inequalities for U-statistics. |
| title | Bounding Hellinger Distance with Stein's Method |
| topic | Probability 60F05 (Primary) 60F10 (Secondary) |
| url | https://arxiv.org/abs/2411.04322 |