The CLT in high dimensions: quantitative bounds via martingale embedding
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Publication:2212600
DOI10.1214/20-AOP1429zbMath1468.60031arXiv1806.09087OpenAlexW3089164466MaRDI QIDQ2212600
Ronen Eldan, Alex Zhai, Dan Mikulincer
Publication date: 24 November 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.09087
Related Items (9)
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles ⋮ Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation ⋮ On the equivalence of statistical distances for isotropic convex measures ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ High-dimensional central limit theorems by Stein's method ⋮ Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process ⋮ Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
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