Corpus ID: 119323391

# Approximating conditional distributions

@article{Chiarini2017ApproximatingCD,
title={Approximating conditional distributions},
author={Alberto Chiarini and Alessandra Cipriani and Giovanni Conforti},
journal={arXiv: Probability},
year={2017}
}
• Published 2017
• Mathematics
• arXiv: Probability
In this article, we discuss the basic ideas of a general procedure to adapt the Stein-Chen method to bound the distance between conditional distributions. From an integration-by-parts formula (IBPF), we derive a Stein operator whose solution can be bounded, for example, via ad hoc couplings. This method provides quantitative bounds in several examples: the filtering equation, the distance between bridges of random walks and the distance between bridges and discrete schemes approximating them… Expand
2 Citations

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