Mathematics > Probability
[Submitted on 12 Apr 2018 (v1), last revised 7 Jun 2023 (this version, v3)]
Title:Stein kernels and moment maps
View PDFAbstract:We describe a construction of Stein kernels using moment maps, which are solutions to a variant of the Monge-Ampère equation. As a consequence, we show how regularity bounds on these maps control the rate of convergence in the classical central limit theorem, and derive new rates in Kantorovitch-Wasserstein distance in the log-concave situation, with explicit polynomial dependence on the dimension.
Submission history
From: Max Fathi [view email][v1] Thu, 12 Apr 2018 19:24:30 UTC (12 KB)
[v2] Sat, 16 Jun 2018 15:59:24 UTC (14 KB)
[v3] Wed, 7 Jun 2023 10:38:28 UTC (14 KB)
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