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We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…

Probability · Mathematics 2024-09-11 Robert E. Gaunt , Siqi Li , Heather L. Sutcliffe

We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator in terms of a generalized (standardized) score function. We…

Probability · Mathematics 2011-11-11 Christophe Ley , Yvik Swan

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which we highlight score-Stein operators and kernel Stein…

Probability · Mathematics 2019-11-14 Guillaume Mijoule , Gesine Reinert , Yvik Swan

This article deals with Stein characterizations of probability distributions. We provide a general framework for interpreting these in terms of the parameters of the underlying distribution. In order to do so we introduce two concepts (a…

Probability · Mathematics 2011-12-02 Christophe Ley , Yvik Swan

This article deals with different generalizations of the discrete stability property. Three possible definitions of discrete stability are introduced, followed by a study of some particular cases of discrete stable distributions and their…

Probability · Mathematics 2015-02-10 Lenka Slámová , Lev B. Klebanov

We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these…

Probability · Mathematics 2019-11-14 Marie Ernst , Yvik Swan

The derivation and application of Stein identities have received considerable research interest in recent years, especially for continuous or discrete-univariate distributions. In this paper, we complement the existing literature by…

Methodology · Statistics 2026-03-02 Shaochen Wang , Christian H. Weiß

In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…

Probability · Mathematics 2022-01-06 Kalyan Barman , N. S. Upadhye

This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…

Probability · Mathematics 2023-04-27 Guillaume Mijoule , Martin Raič , Gesine Reinert , Yvik Swan

This monograph provides a rigorous overview of theoretical and methodological aspects of probabilistic inference and learning with Stein's method. Recipes are provided for constructing Stein discrepancies from Stein operators and Stein…

Machine Learning · Statistics 2026-03-10 Qiang Liu , Lester Mackey , Chris Oates

We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and…

Probability · Mathematics 2018-02-28 Nicolas Privault , Grzegorz Serafin

From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…

Methodology · Statistics 2022-02-16 Steffen Betsch , Bruno Ebner , Franz Nestmann

We completely characterize the class of univariate distributions allowing for a Stein kernel and illustrate our result by means of some concrete distributions. Moreover, we apply our findings to prove a quantitative version of the central…

Probability · Mathematics 2025-02-19 Christian Döbler

New aspects of a relation between lattice and dislocation structures are examined within a physically transparent theoretical scheme. Predicted features originating from the lattice discreteness include: (i) multiple core dislocation…

Materials Science · Physics 2007-05-23 Oleg N. Mryasov , Yu. N. Gornostyrev , A. J. Freeman

Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

Methodology · Statistics 2025-08-08 Johannes Resin , Daniel Wolffram , Johannes Bracher , Timo Dimitriadis

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein…

Machine Learning · Statistics 2020-07-21 Raghav Singhal , Xintian Han , Saad Lahlou , Rajesh Ranganath

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Machine Learning · Computer Science 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

When flat or on a firm mechanical substrate, the atomic composition and atomistic structure of two-dimensional crystals dictate their chemical, electronic, optical, and mechanical properties. These properties change when the two-dimensional…

Mesoscale and Nanoscale Physics · Physics 2014-02-27 Alejandro A. Pacheco Sanjuan , Mehrshad Mehboudi , Edmund O. Harriss , Humberto Terrones , Salvador Barraza-Lopez

A discretisation scheme that preserves topological features of a physical problem is extended so that differential geometric structures can be approximated in a consistent way thus giving access to the study of physical systems which are…

High Energy Physics - Theory · Physics 2007-05-23 Vivien de Beauce , Siddhartha Sen

Although the same mathematical expression is used to describe physical diffusion and stochastic diffusion, there are intrinsic similarities and differences in their nature. A comparative study shows that characteristic terms of physical and…

History and Overview · Mathematics 2010-02-08 T. N. Narasimhan
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