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arXiv · 2411.04322

Bounding Hellinger Distance with Stein's Method

Morgane Austern·Lester Mackey
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Abstract

This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and efficient concentration inequalities for U-statistics.

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Morgane Austern, Lester Mackey. 2024-11-06. Bounding Hellinger Distance with Stein's Method. https://arxiv.org/abs/2411.04322

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