Title: Differential Stein operators for multivariate continuous distributions and applications
Authors: Gesine Reinert - Oxford University (United Kingdom) [presenting]
Yvik Swan - Universite de Liege (Belgium)
Abstract: The Stein operator approach has been fruitful for one-dimensional distributions. We generalise it to multivariate continuous distributions. We shall discuss different notions for the Stein kernel. Among the applications we consider is the Wasserstein distance between two continuous probability distributions under the assumption of existence of a Poincare' constant.