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Symmetric KL-divergence by Stein's Method

Probability 2024-08-20 v2

Abstract

In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rates of order O(lnnn)O\left( \frac{\ln n}{\sqrt{n}}\right). The proof is based on Stein's method. The convergence rate of order O(1n)O\left( \frac{1}{\sqrt{n}}\right) and O(1n)O\left( \frac{1}{n}\right) are also obtained under higher moment condition.

Keywords

Cite

@article{arxiv.2401.11381,
  title  = {Symmetric KL-divergence by Stein's Method},
  author = {Liu-Quan Yao and Song-Hao Liu},
  journal= {arXiv preprint arXiv:2401.11381},
  year   = {2024}
}

Comments

33 pages

R2 v1 2026-06-28T14:22:41.833Z