STEIN KERNELS AND MOMENT MAPS

被引:23
|
作者
Fathi, Max [1 ]
机构
[1] Univ Toulouse, CNRS, 118 Route Narbonne, F-31062 Toulouse, France
来源
ANNALS OF PROBABILITY | 2019年 / 47卷 / 04期
关键词
Stein's method; central limit theorem; optimal transport; Monge-Ampere equation; BRUNN-MINKOWSKI; INEQUALITIES; TRANSPORTATION;
D O I
10.1214/18-AOP1305
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We describe a construction of Stein kernels using moment maps, which are solutions to a variant of the Monge-Ampere equation. As a consequence, we show how regularity bounds in certain weighted Sobolev spaces on these maps control the rate of convergence in the classical central limit theorem, and derive new rates in Kantorovitch-Wasserstein distance in the log-concave situation, with explicit polynomial dependence on the dimension.
引用
收藏
页码:2172 / 2185
页数:14
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