Stein kernels and moment maps

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Abstract

We describe a construction of Stein kernels using moment maps, which are solutions to a variant of the Monge-Ampère equation. As a consequence, we show how regularity bounds in certain weighted Sobolev spaces on these maps control the rate of convergence in the classical central limit theorem, and derive new rates in Kantorovitch-Wasserstein distance in the log-concave situation, with explicit polynomial dependence on the dimension.

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APA

Fathi, M. (2019). Stein kernels and moment maps. Annals of Probability, 47(4), 2172–2185. https://doi.org/10.1214/18-AOP1305

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