{ "id": "1111.2368", "version": "v1", "published": "2011-11-09T23:43:54.000Z", "updated": "2011-11-09T23:43:54.000Z", "title": "On a connection between Stein characterizations and Fisher information", "authors": [ "Christophe Ley", "Yvik Swan" ], "categories": [ "math.PR", "stat.OT" ], "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.", "revisions": [ { "version": "v1", "updated": "2011-11-09T23:43:54.000Z" } ], "analyses": { "keywords": [ "fisher information", "connection", "elementary factorization property", "connect stein characterizations", "probability distributions" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1111.2368L" } } }