"The Stein-Chen method" Dr Fraser Daly lec.1
"The Stein-Chen method" Dr Fraser Daly lec.2
"The Stein-Chen method" Dr Fraser Daly lec.4
Chi-square approximations with Stein's method
"The Stein-Chen method" Dr Fraser Daly lec.3
A Tutorial on Stein's Method
David Nualart - Malliavin calculus and normal approximation
Mathematical Statistics, Lecture 8: normal approximation for chi-square for large n
MIA: Lester Mackey, Probabilistic inference and learning with Stein’s method; Primer, Marina Riabiz
Fundamentals of Stringology II: Probability and Statistics for Sequence Alignment
Normal Approximation for Stochastic Gradient Descent via Non- Asymptotic Rates of Martingale CLT
28.2 Stein's Method
Some applications of Stein's method
Stein's method on Wiener chaos, and limit theorems for level sets of Gaussian fields
PVSeminar #13, 17 December 2020. Speaker: Xiao Fang
Andrew Duncan – On the Geometry of Stein Variational Gradient Descent
PVSeminar #29, 03 March 2022. Speaker: Nathan Ross
Charles Stein: A personal view
PVSeminar seminar 02 July 2020. Speaker: Adrian Röllin.
CAM Colloquium - Lester Mackey (10/29/21)