Corpus ID: 119323391

Approximating conditional distributions

  title={Approximating conditional distributions},
  author={Alberto Chiarini and Alessandra Cipriani and Giovanni Conforti},
  journal={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

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