Max Fathi, Toulouse: Stein kernels, optimal transport and the CLT (Oberseminar Mathematische Stochastik)
Wednesday, 02.05.2018 17:00 im Raum SRZ 205
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.
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Angelegt am Monday, 26.02.2018 12:20 von Anita Kollwitz
Geändert am Friday, 27.04.2018 11:24 von Anita Kollwitz
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