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 . The proof is based on Stein's method. The convergence rate of order and 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}
}
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33 pages