Note on A. Barbour's paper on Stein's method for diffusion approximations

Abstract

In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation …

Sebastian Vollmer

Professor for Applications of Machine Learning

My research interests lie at the interface of applied probability, statistical inference and machine learning.