Title	Stein kernels, optimal transport and the CLT
Creator	Fathi, Max
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2018-04-12T16:44
Description	Stein kernels are a way of measuring distance between probability measures, defined via integration by parts formulas. I will present a connection between these kernels and optimal transport. The main result is a way of deriving rates of convergence in the classical central limit theorem using regularity estimates for a variant of the Monge-Ampere PDE. As an application, we obtain new rates of convergence for the multi-dimensional CLT, with explicit dependence on the dimension.
Extent	33 minutes
Subject	Mathematics; Partial differential equations; Statistical mechanics, structure of matter
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: CNRS and IMT
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2018-10-11
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0372485
URI	http://hdl.handle.net/2429/67472
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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