On Stein's identity and its applications

By Sudheesh Kumar Kattumannil. 2009

51 citations recorded by the source corpus.

Subfields: Applied Mathematics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/77a382b9bee0b6cab0f30e15f219901903c1a133

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In Applied Mathematics

1. Chris J. Oates
2. Jon Cockayne
3. Mark A. Girolami

In Statistics and Probability

1. Chris J. Oates
2. Mark A. Girolami
3. Jon Cockayne
4. François‐Xavier Briol
5. Qiang Liu
6. Paris Perdikaris
7. Lester W. Mackey
8. Jackson Gorham

Citations in the corpus

• Convergence rates for a class of estimators based on Stein’s method (2016, background): “ly presented in the context of goodness-oft testing for the normal distribution (Stein, 1972), but here we present it in a more general form that has a variety of applications in statistics (see e.g. Kattumannil, 2009). Indeed, there has been considerable recent interest in Stein’s identity in the c”