Stein's density approach and information inequalities

DOI10.1214/ECP.v18-2578zbMath1307.60009arXiv1210.3921OpenAlexW2111698756MaRDI QIDQ742967

Christophe Ley, Yvik Swan

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.3921

zbMATH Keywords

probability metricsgeneralized Fisher informationPinsker's inequalitymagic factorsStein's density approach

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Measures of information, entropy (94A17)

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