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Yvik Swan, ULg Print
Thursday, 05 October 2017, 12:15 - 13:15

Yvik Swan, Université de Liège

Stein Discrepancies and their Applications

Abstract : Stein’s method is a probabilistic toolkit originally devised to compute explicit bounds in Gaussian approximation statements. Developed steadily since the 1970’s it has, in recent years, received increasing interest due to its occurence in a wide variety of (not necessarily related) disciplines : statistical and quantum mechanics, information theory, functional analysis, Malliavin calculus, high dimensional statistics, monte carol estimation, ...  After providing an easy introduction to the method, we shall present some of the more exciting new developments and applications. We shall  focus mainly on so-called Stein discrepancies which are at the center of much attention by the community. We shall also point to several directions for future research

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