Bounding Hellinger Distance with Stein's Method
Probability
2025-09-23 v3
Abstract
This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and efficient concentration inequalities for U-statistics.
Cite
@article{arxiv.2411.04322,
title = {Bounding Hellinger Distance with Stein's Method},
author = {Morgane Austern and Lester Mackey},
journal= {arXiv preprint arXiv:2411.04322},
year = {2025}
}