University of Nottingham, United Kingdom
25/05/2022 – h. 10 a.m.
Title: Recent progress on Stein’s method on manifolds
Abstract: Motivated by recent interest in applications of Stein’s method to non-Euclidean data analysis in statistics, this talk discusses our recent progress in the investigation into how the diffusion method can be used to generalise Stein’s equation to probability measures on Riemannian manifolds. We obtain the Stein factors which contain curvature-dependent terms and reduce to those currently available for the Euclidean space. In particular, we show that the Stein factors for the Euclidean space remain valid as long as the manifold is flat.