Bounding Hellinger distance with Stein’s method

Electronic Communications in Probability 2026 Open access

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Authors: Morgane Austern, Lester Mackey
DOI: 10.1214/26-ecp795
Cited by: 0

Abstract

This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and efficient concentration inequalities for U-statistics.

Fields of Study & Subjects

Topological and Geometric Data Analysis Random Matrices and Applications Advanced Combinatorial Mathematics

Publication details

Journal / source
Electronic Communications in Probability
Volume
31
Issue
none
Pages
1–15
Publication date
1 January 2026
Language
EN