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arXiv · 1111.2368

On a connection between Stein characterizations and Fisher information

Christophe Ley·Yvik Swan
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Abstract

We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator in terms of a generalized (standardized) score function. We use this result to connect Stein characterizations with information distances such as the generalized (standardized) Fisher information.

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Christophe Ley, Yvik Swan. 2011-11-09. On a connection between Stein characterizations and Fisher information. https://arxiv.org/abs/1111.2368

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