Related papers: Polynomial Stein operators: a noncommutative algeb…
The first essential ingredient to build up Stein's method for a continuous target distribution is to identify a so-called \textit{Stein operator}, namely a linear differential operator with polynomial coefficients. In this paper, we…
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…
We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution {which is based on a linear difference or differential-type…
Stein operators are differential operators which arise within the so-called Stein's method for stochastic approximation. We propose a new mechanism for constructing such operators for arbitrary (continuous or discrete) parametric…
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…
In extending Stein's method to new target distributions, the first step is to find a Stein operator that suitably characterises the target distribution. In this paper, we introduce a widely applicable technique for proving sufficiency of…
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…
We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…
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…
We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions for the Stein kernel. These representations allow to deduce…
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…
We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment. Based on a correlation representation, we obtain a characterizing non-local Stein operator which boils…
This paper introduces and studies a class of Weyl-type algebras \(A_{p,t,\cA} = \Weyl{e^{\pm x^{p} e^{t x}},\; e^{\cA x},\; x^{\cA}}\) constructed over exponential-polynomial rings, where \(\FF\) is a field of characteristic zero, \(\cA\)…
Stein's method (Stein, 1973; 1981) is a powerful tool for statistical applications and has significantly impacted machine learning. Stein's lemma plays an essential role in Stein's method. Previous applications of Stein's lemma either…
Using the language of operated algebras, we construct and investigate a class of operator rings and enriched modules induced by a derivation or Rota-Baxter operator. In applying the general framework to univariate polynomials, one is led to…
We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…
We introduce and develop a structure theory of a new class of noncommutative rings - Galois orders, that generalize classical orders in noncommutative rings. Galois orders realized as certain subrings of invariants in skew semigroup rings.…
In the framework of (vector valued) quantized holomorphic functions defined on non-commutative spaces, ``quantized hermitian symmetric spaces'', we analyze what the algebras of quantized differential operators with variable coefficients…
We study the weighted Poincar\'e constant $C(p,w)$ of a probability density $p$ with weight function $w$ using integration methods inspired by Stein's method. We obtain a new version of the Chen-Wang variational formula which, as a…
Elements of noncommutative differential geometry of ${\mathbb Z}$-graded generalized Weyl algebras ${\mathcal A}(p;q)$ over the ring of polynomials in two variables and their zero-degree subalgebras ${\mathcal B}(p;q)$, which themselves are…