arXiv
Open Access
2012
Stein's density approach and information inequalities
Christophe Ley
Yvik Swan
Abstrak
We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary factorization property of this operator and propose a new Stein identity which we use to derive information inequalities in terms of what we call the \emph{generalized Fisher information distance}. We provide explicit bounds on the constants appearing in these inequalities for several important cases. We conclude with a comparison between our results and known results in the Gaussian case, hereby improving on several known inequalities from the literature.
Penulis (2)
C
Christophe Ley
Y
Yvik Swan
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2012
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- en
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- arXiv
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- Open Access ✓