Talk by Huiling Le – University of Copenhagen

Talk by Huiling Le


Stein's method  for probability measures on manifolds


Stein’s method was initially introduced by Charles Stein in his 1972 paper. It is a popular tool in applied and theoretical probability and provides quantitative assessments for distributional comparisons of Euclidean random variables. Recently, its application has also been extended to statistical problems. This talk discusses some recent progress in the generalisation of Stein's method to manifolds, using the diffusion method and coupling techniques.