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Stein's density approach and information inequalities

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Stein's density approach and information inequalities
2.	Creator	Author's name, affiliation, country	Christophe Ley; Université Libre de Bruxelles; Belgium
2.	Creator	Author's name, affiliation, country	Yvik Swan; Université du Luxembourg; Luxembourg
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	generalized Fisher information ; magic factors ; Pinsker's inequality ; probability metrics; Stein's density approach
3.	Subject	Subject classification	60F05; 94A17
4.	Description	Abstract	We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary factorization property of this operator and propose a new Stein identity which we use to derive information inequalities in terms of what we call the "generalized Fisher information distance". We provide explicit bounds on the constants appearing in these inequalities for several important cases. We conclude with a comparison between our results and known results in the Gaussian case, hereby improving on several known inequalities from the literature.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2013-01-27
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/2578
10.	Identifier	Digital Object Identifier	10.1214/ECP.v18-2578
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 18
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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