|
Anita Kollwitz

Max Fathi, Toulouse: Stein kernels, optimal transport and the CLT (Oberseminar Mathematische Stochastik)

Wednesday, 02.05.2018 17:00 im Raum SRZ 205

Mathematik und Informatik

Stein kernels are a way of measuring distances between probability measures, defined via integration by parts formulas. I will present a connection between these kernels and optimal transport. The main result is a way of deriving rates of convergence in the classical central limit theorem using regularity estimates for a variant of the Monge-Ampere PDE. As an application, we obtain new rates of convergence for the multi-dimensional CLT, with explicit dependence on the dimension.



Anlagen
Fathi.pdf

Angelegt am Monday, 26.02.2018 12:20 von Anita Kollwitz
Geändert am Friday, 27.04.2018 11:24 von Anita Kollwitz
[Edit | Vorlage]

Oberseminare und sonstige Vorträge
Stochastik