Geodesic
The Stein-Dirichlet-Malliavin method
L. Decreusefond1
1 Institut Mines-Telecom, Telecom ParisTech, CNRS LTCI, Paris, France
ESAIM. Proceedings, Tome 51 (2015), pp. 49-59 Cet article a éte moissonné depuis la source EDP Sciences

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The Stein’s method is a popular method used to derive upper-bounds of distances between probability distributions. It can be viewed, in certain of its formulations, as an avatar of the semi-group or of the smart-path method used commonly in Gaussian analysis. We show how this procedure can be enriched by Malliavin calculus leading to a functional approach valid in infinite dimensional spaces.
DOI : 10.1051/proc/201551003

L. Decreusefond 1

1 Institut Mines-Telecom, Telecom ParisTech, CNRS LTCI, Paris, France 
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     title = {The {Stein-Dirichlet-Malliavin} method},
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L. Decreusefond. The Stein-Dirichlet-Malliavin method. ESAIM. Proceedings, Tome 51 (2015), pp. 49-59. doi: 10.1051/proc/201551003

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