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Stein kernels, optimal transport and the central limit theorem

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Max Fathi
Universite Paul Sabatier
Tue, 2017-09-26 16:30 - 17:00
MPIM Lecture Hall

Stein kernels are a way to compare a given probability measure to some reference measure, typically the standard gaussian distribution, via integration by parts formulas. In this talk, I will present a construction of such kernels via optimal transport, and some applications. As a byproduct, we obtain new quantitative bounds on the rate of convergence in the central limit theorem for multidimensional log-concave distributions via regularity theory for Monge-Ampére PDEs.

© MPI f. Mathematik, Bonn Impressum
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