arXiv:1111.2368 [math.PR]AbstractReferencesReviewsResources
On a connection between Stein characterizations and Fisher information
Published 2011-11-09Version 1
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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