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Stein’s method meets computational statistics: a review of some recent developments

Abstract:

Stein’s method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein’s method has led to significant advances in computational statistics in recent years. The goal of this survey is to bring together some of these recent developments, and in doing so, to stimulate further research into the successful field of Stein’s method and statistics. The topics we ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1214/22-STS863

Authors


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Name:
Engineering and Physical Sciences Research Council
Grant:
EP/R018472/1
More from this funder
Name:
Engineering & Physical Sciences Research Council
Grant:
EP/K032402/1
Publisher:
Institute of Mathematical Statistics
Journal:
Statistical Science More from this journal
Volume:
38
Issue:
1
Pages:
120-139
Publication date:
2022-10-28
Acceptance date:
2022-06-15
DOI:
ISSN:
0883-4237

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