Symmetric KL-divergence by Stein’s method

Liu-Quan Yao and Song-Hao Liu

Stochastic Processes and their Applications, 2025, vol. 185, issue C

Abstract: In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rate of order Olnnn. The proof is based on Stein’s method. The convergence rate of order O1n and O1n are also obtained under higher moment condition.

Keywords: Stein’s method; Symmetric KL-divergence; Central limit theorem (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104635

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