Symmetric KL-divergence by Stein's Method

2024/01/21 by Liu-Quan Yao, Yao, Liu-Quan, Songhao Liu +1 · 2 citations
Mathematics · Physics and Astronomy · #60F05 #60G50 #FOS: Mathematics #Mathematical Inequalities and Applications #Probability (math.PR) #Statistical Distribution Estimation and Applications #Statistical Mechanics and Entropy

paper · pdf · doi:10.48550/arxiv.2401.11381

openalex publication_date 2024/01/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rates of order O( (ln n)/(√(n))). The proof is based on Stein's method. The convergence rate of order O( (1)/(√(n))) and O( (1)/(n)) are also obtained under higher moment condition.

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