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Stein's method for asymmetric Laplace approximation

math.PR · 2025-08-10 · unverdicted · novelty 6.0

Develops Stein's method for asymmetric Laplace approximation, providing general Kolmogorov, Wasserstein and smooth Wasserstein bounds via a new distributional transformation, with applications to geometric random sums and normalized deterministic sums.

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  • Stein's method for asymmetric Laplace approximation math.PR · 2025-08-10 · unverdicted · none · ref 32

    Develops Stein's method for asymmetric Laplace approximation, providing general Kolmogorov, Wasserstein and smooth Wasserstein bounds via a new distributional transformation, with applications to geometric random sums and normalized deterministic sums.