Thursday, December 8, 2022 - 17:15 in V2-210/216
Stein kernels and applications
A talk in the Mathematisches Kolloquium & Mathematisches Kolloquium (SFB 1283) series by
Max Fathi
| Abstract: |
Stein's method is a set of techniques for bounding distances between probability measures via integration by parts formulas. One way of implementing it is to use Stein kernels, which are a way of representing integration by parts formulas with matrix-valued functions. In this talk, I will discuss some ways of constructing these kernels, their connection with concentration inequalities, and how they can be used to estimate rates of convergence in limit theorems in probability, such as the central limit theorem.
Within the CRC this talk is associated to the project(s): A8 |
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