[HTML][HTML] Bounding Kolmogorov distances through Wasserstein and related integral probability metrics

RE Gaunt, S Li - Journal of Mathematical Analysis and Applications, 2023 - Elsevier
We establish general upper bounds on the Kolmogorov distance between two probability
distributions in terms of the distance between these distributions as measured with respect …

Gaussian random field approximation via Stein's method with applications to wide random neural networks

K Balasubramanian, L Goldstein, N Ross… - Applied and …, 2024 - Elsevier
We derive upper bounds on the Wasserstein distance (W 1), with respect to sup-norm,
between any continuous R d valued random field indexed by the n-sphere and the …

A quantitative central limit theorem for the simple symmetric exclusion process

B Gess, V Konarovskyi - arxiv preprint arxiv:2408.01238, 2024 - arxiv.org
A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a
$ d $-dimensional discrete torus is proven. The argument is based on a comparison of the …

Stein's method, Gaussian processes and Palm measures, with applications to queueing

AD Barbour, N Ross, G Zheng - The Annals of Applied Probability, 2023 - projecteuclid.org
We develop a general approach to Stein's method for approximating a random process in
the path space D ([0, T]→ R d) by a real continuous Gaussian process. We then use the …

Stable approximation for call function via Stein's method

P Chen, T Qi, T Zhang - Statistics & Probability Letters, 2025 - Elsevier
Let S n be a sum of independent identically distribution random variables with finite first
moment and h M be a call function defined by g M (x)= max {x− M, 0} for x∈ R, M> 0. In this …

Quantitative Error Bounds for Scaling Limits of Stochastic Iterative Algorithms

X Wang, MJ Kasprzak, J Negrea, S Bourguin… - arxiv preprint arxiv …, 2025 - arxiv.org
Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic
gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in …

Stein's Method for Poisson-Exponential Distributions

A Fatima, G Reinert - arxiv preprint arxiv:2212.09615, 2022 - arxiv.org
The distribution of the maximum of a zero truncated Poisson number of iid exponentially
distributed random variables is known as a Poisson-Exponential distribution. It arises for …

Some Contributions to Steinâ's Method and the Theory of Probability Distributions

S Li - 2024 - search.proquest.com
Abstract In 1972, Charles Stein introduced a novel approach to deriving distributional
approx-imations in probability theory, allowing one to obtain explicit bounds with respect to a …