---
references:
- id: AguehBarycenters2011
  accessed:
    - year: 2021
      month: 3
      day: 15
  author:
    - family: Agueh
      given: Martial
    - family: Carlier
      given: Guillaume
  citation-key: AguehBarycenters2011
  container-title: SIAM Journal on Mathematical Analysis
  container-title-short: SIAM J. Math. Anal.
  DOI: 10.1137/100805741
  ISSN: 0036-1410, 1095-7154
  issue: '2'
  issued:
    - year: 2011
      month: 1
  language: en
  page: 904-924
  title: Barycenters in the Wasserstein Space
  type: article-journal
  volume: '43'

- id: AmbrogioniWasserstein2018
  accessed:
    - year: 2019
      month: 8
      day: 12
  author:
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      given: Luca
    - family: Güçlü
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    - family: Güçlütürk
      given: Yagmur
    - family: Hinne
      given: Max
    - family: Maris
      given: Eric
    - family: Gerven
      given: Marcel A. J.
      non-dropping-particle: van
  citation-key: AmbrogioniWasserstein2018
  collection-title: NIPS'18
  container-title: >-
    Proceedings of the 32Nd International Conference on Neural Information
    Processing Systems
  event-place: Montréal, Canada
  issued:
    - year: 2018
  page: 2478–2487
  publisher: Curran Associates Inc.
  publisher-place: USA
  title: Wasserstein Variational Inference
  type: paper-conference
  URL: http://arxiv.org/abs/1805.11284

- id: AnastasiouStein2023
  accessed:
    - year: 2024
      month: 4
      day: 17
  author:
    - family: Anastasiou
      given: Andreas
    - family: Barp
      given: Alessandro
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      given: François-Xavier
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      given: Bruno
    - family: Gaunt
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    - family: Liu
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    - family: Mackey
      given: Lester
    - family: Oates
      given: Chris J.
    - family: Reinert
      given: Gesine
    - family: Swan
      given: Yvik
  citation-key: AnastasiouStein2023
  container-title: Statistical Science
  DOI: 10.1214/22-STS863
  ISSN: 0883-4237, 2168-8745
  issue: '1'
  issued:
    - year: 2023
      month: 2
  page: 120-139
  publisher: Institute of Mathematical Statistics
  title: >-
    Stein’s Method Meets Computational Statistics: A Review of Some Recent
    Developments
  type: article-journal
  URL: http://arxiv.org/abs/2105.03481
  volume: '38'

- id: ArrasStein2019
  accessed:
    - year: 2021
      month: 6
      day: 4
  author:
    - family: Arras
      given: Benjamin
    - family: Houdré
      given: Christian
  citation-key: ArrasStein2019
  collection-title: SpringerBriefs in Probability and Mathematical Statistics
  DOI: 10.1007/978-3-030-15017-4_1
  editor:
    - family: Arras
      given: Benjamin
    - family: Houdré
      given: Christian
  event-place: Cham
  ISBN: 978-3-030-15017-4
  issued:
    - year: 2019
  language: en
  publisher: Springer International Publishing
  publisher-place: Cham
  title: On Stein's Method for Infinitely Divisible Laws with Finite First Moment
  type: book
  URL: https://doi.org/10.1007/978-3-030-15017-4_1

- id: ArrasStein2019
  accessed:
    - year: 2021
      month: 6
      day: 4
  author:
    - family: Arras
      given: Benjamin
    - family: Houdré
      given: Christian
  citation-key: ArrasStein2019
  container-title: Electronic Journal of Probability
  DOI: 10.1214/19-EJP378
  ISSN: 1083-6489, 1083-6489
  issue: none
  issued:
    - year: 2019
      month: 1
  page: 1-63
  publisher: Institute of Mathematical Statistics and Bernoulli Society
  title: On Stein’s method for multivariate self-decomposable laws
  type: article-journal
  volume: '24'

- id: BarbourIntroduction2005
  call-number: QA273.6 .I58 2005
  citation-key: BarbourIntroduction2005
  collection-number: v. 4
  collection-title: >-
    Lecture notes series / Institute for Mathematical Sciences, National
    University of Singapore
  DOI: 10.1142/5792
  editor:
    - family: Barbour
      given: A. D.
    - family: Chen
      given: Louis H. Y.
  event-place: 'Singapore : Hackensack, N.J'
  ISBN: 978-981-256-280-7 978-981-256-330-9
  issued:
    - year: 2005
  number-of-pages: '225'
  publisher: Singapore University Press ; World Scientific
  publisher-place: 'Singapore : Hackensack, N.J'
  title: An introduction to Stein's method
  type: book
  volume: '4'

- id: BarbourStein1988
  accessed:
    - year: 2021
      month: 3
      day: 31
  author:
    - family: Barbour
      given: A. D.
  citation-key: BarbourStein1988
  container-title: Journal of Applied Probability
  DOI: 10.2307/3214155
  ISSN: 0021-9002, 1475-6072
  issue: A
  issued:
    - literal: 1988/ed
  language: en
  page: 175-184
  publisher: Cambridge University Press
  title: Stein's method and poisson process convergence
  type: article-journal
  URL: http://user.math.uzh.ch/barbour/pub/Barbour/PoissonProcessConvergence.pdf
  volume: '25'

- id: ChatterjeeExponential2011
  accessed:
    - year: 2024
      month: 3
      day: 6
  author:
    - family: Chatterjee
      given: Sourav
    - family: Fulman
      given: Jason
    - family: Röllin
      given: Adrian
  citation-key: ChatterjeeExponential2011
  container-title: ALEA   Revista Latino-Americana de Probabilidade e Estatística
  issue: '1'
  issued:
    - year: 2011
  page: 197–223
  title: Exponential approximation by Stein’s method and spectral graph theory
  type: article-journal
  URL: https://alea.impa.br/articles/v8/08-11.pdf
  volume: '8'

- id: ChatterjeeMultivariate2008
  accessed:
    - year: 2021
      month: 3
      day: 22
  author:
    - family: Chatterjee
      given: Sourav
    - family: Meckes
      given: Elizabeth
  citation-key: ChatterjeeMultivariate2008
  container-title: arXiv:math/0701464
  issued:
    - year: 2008
      month: 1
      day: 15
  title: Multivariate normal approximation using exchangeable pairs
  type: article-journal
  URL: http://arxiv.org/abs/math/0701464

- id: ChatterjeeShort2014
  accessed:
    - year: 2021
      month: 3
      day: 31
  author:
    - family: Chatterjee
      given: Sourav
  citation-key: ChatterjeeShort2014
  container-title: arXiv:1404.1392 [math]
  issued:
    - year: 2014
      month: 4
      day: 4
  title: A short survey of Stein's method
  type: article-journal
  URL: http://arxiv.org/abs/1404.1392

- id: ChenStein1998
  accessed:
    - year: 2021
      month: 3
      day: 31
  author:
    - family: Chen
      given: Louis H. Y.
  citation-key: ChenStein1998
  collection-title: Lecture Notes in Statistics
  container-title: Probability Towards 2000
  DOI: 10.1007/978-1-4612-2224-8_6
  editor:
    - family: Accardi
      given: L.
    - family: Heyde
      given: C. C.
  event-place: New York, NY
  ISBN: 978-1-4612-2224-8
  issued:
    - year: 1998
  language: en
  page: 97-122
  publisher: Springer
  publisher-place: New York, NY
  title: 'Stein’s Method: Some Perspectives with Applications'
  type: chapter

- id: ChuEquivalence2022
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Chu
      given: Casey
    - family: Minami
      given: Kentaro
    - family: Fukumizu
      given: Kenji
  citation-key: ChuEquivalence2022
  event-title: >-
    ICLR 2020 Workshop on Integration of Deep Neural Models and Differential
    Equations
  issued:
    - year: 2022
      month: 6
      day: 14
  language: en
  page: '5'
  title: >-
    The equivalence between Stein variational gradient descent and black-box
    variational inference
  type: paper-conference
  URL: https://openreview.net/forum?id=M390_F-0o

- id: ChwialkowskiKernel2016
  accessed:
    - year: 2021
      month: 3
      day: 30
  author:
    - family: Chwialkowski
      given: Kacper
    - family: Strathmann
      given: Heiko
    - family: Gretton
      given: Arthur
  citation-key: ChwialkowskiKernel2016
  collection-title: ICML'16
  container-title: >-
    Proceedings of the 33rd International Conference on International Conference
    on Machine Learning - Volume 48
  event-place: New York, NY, USA
  event-title: International Conference on Machine Learning
  ISSN: 1938-7228
  issued:
    - year: 2016
      month: 6
      day: 19
  language: en
  page: 2606–2615
  publisher: JMLR.org
  publisher-place: New York, NY, USA
  title: A kernel test of goodness of fit
  type: paper-conference
  URL: http://arxiv.org/abs/1602.02964

- id: CuturiFast2014
  accessed:
    - year: 2021
      month: 3
      day: 15
  author:
    - family: Cuturi
      given: Marco
    - family: Doucet
      given: Arnaud
  citation-key: CuturiFast2014
  container-title: International Conference on Machine Learning
  event-title: International Conference on Machine Learning
  ISSN: 1938-7228
  issued:
    - year: 2014
      month: 6
      day: 18
  language: en
  page: 685-693
  publisher: PMLR
  title: Fast Computation of Wasserstein Barycenters
  type: paper-conference
  URL: http://proceedings.mlr.press/v32/cuturi14.html

- id: DetommasoStein2018
  accessed:
    - year: 2022
      month: 10
      day: 12
  author:
    - family: Detommaso
      given: Gianluca
    - family: Cui
      given: Tiangang
    - family: Spantini
      given: Alessio
    - family: Marzouk
      given: Youssef
    - family: Scheichl
      given: Robert
  citation-key: DetommasoStein2018
  collection-title: NIPS'18
  container-title: >-
    Proceedings of the 32nd International Conference on Neural Information
    Processing Systems
  DOI: 10.48550/arXiv.1806.03085
  event-place: Red Hook, NY, USA
  event-title: Advances in Neural Information Processing Systems 2018
  issued:
    - year: 2018
      month: 12
      day: 3
  page: 9187–9197
  publisher: Curran Associates Inc.
  publisher-place: Red Hook, NY, USA
  title: A Stein variational Newton method
  type: paper-conference
  URL: http://arxiv.org/abs/1806.03085

- id: EthierMarkov2009
  author:
    - family: Ethier
      given: Stewart N.
    - family: Kurtz
      given: Thomas G.
  citation-key: EthierMarkov2009
  ISBN: 978-0-470-31732-7
  issued:
    - year: 2009
      month: 9
      day: 25
  language: en
  number-of-pages: '555'
  publisher: John Wiley & Sons
  title: 'Markov Processes: Characterization and Convergence'
  type: book

- id: GongQuantile2019
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Gong
      given: Chengyue
    - family: Peng
      given: Jian
    - family: Liu
      given: Qiang
  citation-key: GongQuantile2019
  container-title: Proceedings of the 36th International Conference on Machine Learning
  event-title: International Conference on Machine Learning
  ISSN: 2640-3498
  issued:
    - year: 2019
      month: 5
      day: 24
  language: en
  page: 2347-2356
  publisher: PMLR
  title: Quantile Stein Variational Gradient Descent for Batch Bayesian Optimization
  type: paper-conference
  URL: https://proceedings.mlr.press/v97/gong19b.html

- id: GorhamMeasuring2015
  accessed:
    - year: 2024
      month: 3
      day: 5
  author:
    - family: Gorham
      given: Jackson
    - family: Mackey
      given: Lester
  citation-key: GorhamMeasuring2015
  collection-title: NIPS'15
  container-title: >-
    Proceedings of the 28th International Conference on Neural Information
    Processing Systems - Volume 1
  event-place: Cambridge, MA, USA
  issued:
    - year: 2015
      month: 12
      day: 7
  page: 226–234
  publisher: MIT Press
  publisher-place: Cambridge, MA, USA
  title: Measuring sample quality with Stein's method
  type: paper-conference
  URL: http://arxiv.org/abs/1506.03039
  volume: '28'

- id: GorhamStochastic2020
  accessed:
    - year: 2021
      month: 3
      day: 30
  author:
    - family: Gorham
      given: Jackson
    - family: Raj
      given: Anant
    - family: Mackey
      given: Lester
  citation-key: GorhamStochastic2020
  container-title: arXiv:2007.02857 [cs, math, stat]
  issued:
    - year: 2020
      month: 10
      day: 22
  title: Stochastic Stein Discrepancies
  type: article-journal
  URL: http://arxiv.org/abs/2007.02857

- id: HanStein2018
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Han
      given: Jun
    - family: Liu
      given: Qiang
  citation-key: HanStein2018
  container-title: Proceedings of the 35th International Conference on Machine Learning
  event-title: International Conference on Machine Learning
  ISSN: 2640-3498
  issued:
    - year: 2018
      month: 7
      day: 3
  language: en
  page: 1900-1908
  publisher: PMLR
  title: Stein Variational Gradient Descent Without Gradient
  type: paper-conference
  URL: https://proceedings.mlr.press/v80/han18b.html

- id: LandsmanNote2013
  accessed:
    - year: 2021
      month: 5
      day: 12
  author:
    - family: Landsman
      given: Zinoviy
    - family: Vanduffel
      given: Steven
    - family: Yao
      given: Jing
  citation-key: LandsmanNote2013
  container-title: Journal of Statistical Planning and Inference
  container-title-short: Journal of Statistical Planning and Inference
  DOI: 10.1016/j.jspi.2013.06.003
  ISSN: '03783758'
  issue: '11'
  issued:
    - year: 2013
      month: 11
  language: en
  page: 2016-2022
  title: A note on Stein's lemma for multivariate elliptical distributions
  type: article-journal
  volume: '143'

- id: LandsmanStein2008
  accessed:
    - year: 2021
      month: 5
      day: 12
  author:
    - family: Landsman
      given: Zinoviy
    - family: Nešlehová
      given: Johanna
  citation-key: LandsmanStein2008
  container-title: Journal of Multivariate Analysis
  container-title-short: Journal of Multivariate Analysis
  DOI: 10.1016/j.jmva.2007.05.006
  ISSN: 0047259X
  issue: '5'
  issued:
    - year: 2008
      month: 5
  language: en
  page: 912-927
  title: Stein's Lemma for elliptical random vectors
  type: article-journal
  volume: '99'

- id: LeyStein2017
  accessed:
    - year: 2021
      month: 5
      day: 11
  author:
    - family: Ley
      given: Christophe
    - family: Reinert
      given: Gesine
    - family: Swan
      given: Yvik
  citation-key: LeyStein2017
  container-title: Probability Surveys
  DOI: 10.1214/16-PS278
  ISSN: 1549-5787, 1549-5787
  issue: none
  issued:
    - year: 2017
      month: 1
  page: 1-52
  publisher: Institute of Mathematical Statistics and Bernoulli Society
  title: Stein’s method for comparison of univariate distributions
  type: article-journal
  volume: '14'

- id: LiStein2021
  author:
    - family: Li
      given: Lily
  citation-key: LiStein2021
  issued:
    - year: 2021
  language: en
  title: 'Stein’s Method: a whirlwind tour'
  type: article-journal

- id: LiuGrassmann2022
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Liu
      given: Xing
    - family: Zhu
      given: Harrison
    - family: Ton
      given: Jean-Francois
    - family: Wynne
      given: George
    - family: Duncan
      given: Andrew
  citation-key: LiuGrassmann2022
  container-title: >-
    Proceedings of The 25th International Conference on Artificial Intelligence
    and Statistics
  DOI: 10.48550/arXiv.2202.03297
  event-title: International Conference on Artificial Intelligence and Statistics
  ISSN: 2640-3498
  issued:
    - year: 2022
      month: 5
      day: 3
  language: en
  page: 2002-2021
  publisher: PMLR
  title: Grassmann Stein Variational Gradient Descent
  type: paper-conference
  URL: https://proceedings.mlr.press/v151/liu22a.html

- id: LiuKernelized2016
  author:
    - family: Liu
      given: Qiang
    - family: Lee
      given: Jason D
    - family: Jordan
      given: Michael
  citation-key: LiuKernelized2016
  container-title: Proceedings of The 33rd International Conference on Machine Learning
  issued:
    - year: 2016
  language: en
  page: '9'
  title: A Kernelized Stein Discrepancy for Goodness-of-fit Tests
  type: paper-conference
  URL: http://arxiv.org/abs/1602.03253

- id: LiuRiemannian2018
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Liu
      given: Chang
    - family: Zhu
      given: Jun
  citation-key: LiuRiemannian2018
  container-title: Proceedings of the AAAI Conference on Artificial Intelligence
  DOI: 10.1609/aaai.v32i1.11810
  ISSN: 2374-3468
  issue: '1'
  issued:
    - year: 2018
      month: 4
      day: 29
  language: en
  number: '1'
  title: Riemannian Stein Variational Gradient Descent for Bayesian Inference
  type: article-journal
  URL: https://ojs.aaai.org/index.php/AAAI/article/view/11810
  volume: '32'

- id: LiuStein2016
  author:
    - family: Liu
      given: Qiang
  citation-key: LiuStein2016
  issued:
    - year: 2016
  language: en
  page: '6'
  title: 'Stein Variational Gradient Descent: Theory and Applications'
  type: article-journal
  URL: http://approximateinference.org/accepted/Liu2016.pdf

- id: LiuStein2017
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Liu
      given: Qiang
  citation-key: LiuStein2017
  DOI: 10.48550/arXiv.1704.07520
  issued:
    - year: 2017
      month: 11
      day: 14
  number: arXiv:1704.07520
  publisher: arXiv
  title: Stein Variational Gradient Descent as Gradient Flow
  type: article
  URL: http://arxiv.org/abs/1704.07520

- id: LiuStein2018
  accessed:
    - year: 2022
      month: 11
      day: 1
  author:
    - family: Liu
      given: Qiang
    - family: Wang
      given: Dilin
  citation-key: LiuStein2018
  collection-title: NIPS'18
  container-title: >-
    Proceedings of the 32nd International Conference on Neural Information
    Processing Systems
  DOI: 10.48550/arXiv.1810.11693
  event-place: Red Hook, NY, USA
  issued:
    - year: 2018
      month: 12
      day: 3
  page: 8868–8877
  publisher: Curran Associates Inc.
  publisher-place: Red Hook, NY, USA
  title: Stein variational gradient descent as moment matching
  type: paper-conference
  URL: http://arxiv.org/abs/1810.11693
  volume: '31'

- id: LiuStein2019
  accessed:
    - year: 2019
      month: 11
      day: 11
  author:
    - family: Liu
      given: Qiang
    - family: Wang
      given: Dilin
  citation-key: LiuStein2019
  container-title: Advances In Neural Information Processing Systems
  event-title: NIPS 2016
  issued:
    - year: 2019
      month: 9
      day: 9
  title: >-
    Stein Variational Gradient Descent: A general purpose Bayesian inference
    algorithm
  type: paper-conference
  URL: http://arxiv.org/abs/1608.04471

- id: LohStein
  author:
    - family: Loh
      given: Wei-Liem
  citation-key: LohStein
  title: Stein's method and multinomial approximation
  type: report
  URL: http://www.stat.purdue.edu/docs/research/tech-reports/1991/tr91-02.pdf

- id: MeckesApproximation2012
  accessed:
    - year: 2021
      month: 3
      day: 16
  author:
    - family: Meckes
      given: Elizabeth
  citation-key: MeckesApproximation2012
  container-title: Journal of Theoretical Probability
  container-title-short: J Theor Probab
  DOI: 10.1007/s10959-010-0299-2
  ISSN: 0894-9840, 1572-9230
  issue: '2'
  issued:
    - year: 2012
      month: 6
  language: en
  page: 333-352
  title: Approximation of Projections of Random Vectors
  type: article-journal
  URL: http://arxiv.org/abs/0912.2044
  volume: '25'

- id: MeckesInfinitesimal2006
  author:
    - family: Meckes
      given: Elizabeth
  citation-key: MeckesInfinitesimal2006
  issued:
    - year: 2006
  language: en
  title: An Infinitesimal Version of Stein’s Method of Exchangeable Pairs
  type: thesis

- id: MeckesStein2009
  accessed:
    - year: 2021
      month: 3
      day: 11
  author:
    - family: Meckes
      given: Elizabeth
  citation-key: MeckesStein2009
  container-title: 'High Dimensional Probability V: The Luminy Volume'
  DOI: 10.1214/09-IMSCOLL511
  event-place: Beachwood, Ohio, USA
  ISBN: 978-0-940600-78-2
  issued:
    - year: 2009
      month: 1
      day: 1
  page: 153-178
  publisher: Institute of Mathematical Statistics
  publisher-place: Beachwood, Ohio, USA
  title: On Stein’s method for multivariate normal approximation
  type: chapter
  URL: http://projecteuclid.org/euclid.imsc/1265119267

- id: PaulinEfron2016
  accessed:
    - year: 2021
      month: 3
      day: 3
  author:
    - family: Paulin
      given: Daniel
    - family: Mackey
      given: Lester
    - family: Tropp
      given: Joel A.
  citation-key: PaulinEfron2016
  container-title: The Annals of Probability
  DOI: 10.1214/15-AOP1054
  ISSN: 0091-1798, 2168-894X
  issue: '5'
  issued:
    - year: 2016
      month: 9
  page: 3431-3473
  publisher: Institute of Mathematical Statistics
  title: Efron–Stein inequalities for random matrices
  type: article-journal
  volume: '44'

- id: PiccoliProperties2016
  accessed:
    - year: 2021
      month: 3
      day: 25
  author:
    - family: Piccoli
      given: Benedetto
    - family: Rossi
      given: Francesco
  citation-key: PiccoliProperties2016
  container-title: Archive for Rational Mechanics and Analysis
  container-title-short: Arch Rational Mech Anal
  DOI: 10.1007/s00205-016-1026-7
  ISSN: 1432-0673
  issue: '3'
  issued:
    - year: 2016
      month: 12
      day: 1
  language: en
  page: 1339-1365
  title: On Properties of the Generalized Wasserstein Distance
  type: article-journal
  URL: http://arxiv.org/abs/1304.7014
  volume: '222'

- id: ReinertMultivariate2007
  accessed:
    - year: 2021
      month: 3
      day: 22
  author:
    - family: Reinert
      given: Gesine
    - family: Röllin
      given: Adrian
  citation-key: ReinertMultivariate2007
  DOI: 10.1214/09-AOP467
  issued:
    - year: 2007
      month: 11
      day: 7
  language: en
  title: >-
    Multivariate normal approximation with Stein's method of exchangeable pairs
    under a general linearity condition
  type: article-journal
  URL: https://arxiv.org/abs/0711.1082v3

- id: ReinertStein2000
  accessed:
    - year: 2016
      month: 10
      day: 18
  author:
    - family: Reinert
      given: Gesine
  citation-key: ReinertStein2000
  container-title: Complex Stochastic Systems
  event-place: Boca Raton
  ISBN: 978-1-4200-3598-8
  issued:
    - year: 2000
  page: 235–275
  publisher: Chapman & Hall/CRC
  publisher-place: Boca Raton
  title: Stein's Method for Epidemic Processes
  type: chapter
  URL: http://www.stats.ox.ac.uk/~reinert/papers/episemrevnew.pdf

- id: ReinertThree2005
  accessed:
    - year: 2021
      month: 3
      day: 31
  author:
    - family: Reinert
      given: Gesine
  citation-key: ReinertThree2005
  collection-number: Volume 4
  collection-title: >-
    Lecture Notes Series, Institute for Mathematical Sciences, National
    University of Singapore
  container-title: An Introduction to Stein's Method
  DOI: 10.1142/9789812567680_0004
  ISBN: 978-981-256-280-7
  issued:
    - year: 2005
      month: 4
      day: 1
  number-of-volumes: '0'
  page: 183-221
  publisher: CO-PUBLISHED WITH SINGAPORE UNIVERSITY PRESS
  title: Three general approaches to Stein's method
  type: chapter
  URL: https://www.worldscientific.com/doi/abs/10.1142/9789812567680_0004
  volume: Volume 4

- id: RossFundamentals2011
  accessed:
    - year: 2021
      month: 3
      day: 11
  author:
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      given: Nathan
  citation-key: RossFundamentals2011
  container-title: Probability Surveys
  container-title-short: Probab. Surveys
  DOI: 10.1214/11-PS182
  ISSN: 1549-5787
  issue: '0'
  issued:
    - year: 2011
  language: en
  page: 210-293
  title: Fundamentals of Stein’s method
  type: article-journal
  volume: '8'

- id: SchoutensOrthogonal2001
  accessed:
    - year: 2021
      month: 3
      day: 31
  author:
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      given: Wim
  citation-key: SchoutensOrthogonal2001
  container-title: Journal of Mathematical Analysis and Applications
  container-title-short: Journal of Mathematical Analysis and Applications
  DOI: 10.1006/jmaa.2000.7159
  ISSN: 0022-247X
  issue: '2'
  issued:
    - year: 2001
      month: 1
      day: 15
  language: en
  page: 515-531
  title: Orthogonal Polynomials in Stein's Method
  type: article-journal
  volume: '253'

- id: ShiSpectral2018
  accessed:
    - year: 2022
      month: 8
      day: 24
  author:
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      given: Jiaxin
    - family: Sun
      given: Shengyang
    - family: Zhu
      given: Jun
  citation-key: ShiSpectral2018
  event-title: ICML
  issued:
    - year: 2018
      month: 6
      day: 7
  language: en
  publisher: arXiv
  title: A Spectral Approach to Gradient Estimation for Implicit Distributions
  type: paper-conference
  URL: http://arxiv.org/abs/1806.02925

- id: SteinApproximate1986
  accessed:
    - year: 2015
      month: 1
      day: 19
  author:
    - family: Stein
      given: Charles
  citation-key: SteinApproximate1986
  ISBN: 978-0-940600-08-9
  issued:
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      month: 1
      day: 1
  language: en
  publisher: IMS
  title: Approximate Computation of Expectations
  type: book
  URL: http://www.jstor.org/stable/4355512
  volume: '7'

- id: SteinBound1972
  accessed:
    - year: 2021
      month: 3
      day: 21
  author:
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      given: Charles
  citation-key: SteinBound1972
  container-title: >-
    Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and
    Probability, Volume 2: Probability Theory
  issued:
    - year: 1972
      month: 1
      day: 1
  page: 583-602
  publisher: University of California Press
  title: >-
    A bound for the error in the normal approximation to the distribution of a
    sum of dependent random variables
  type: article-journal
  URL: >-
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- id: SteinUse2004
  accessed:
    - year: 2024
      month: 3
      day: 6
  author:
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      given: Charles
    - family: Diaconis
      given: Persi
    - family: Holmes
      given: Susan
    - family: Reinert
      given: Gesine
  citation-key: SteinUse2004
  container-title: Institute of Mathematical Statistics Lecture Notes - Monograph Series
  DOI: 10.1214/lnms/1196283797
  event-place: Beachwood, Ohio, USA
  ISBN: 978-0-940600-62-1
  issued:
    - year: 2004
  language: en
  page: 1-25
  publisher: Institute of Mathematical Statistics
  publisher-place: Beachwood, Ohio, USA
  title: Use of exchangeable pairs in the analysis of simulations
  type: chapter
  URL: http://projecteuclid.org/euclid.lnms/1196283797
  volume: '46'

- id: TanRelative2018
  accessed:
    - year: 2019
      month: 5
      day: 6
  author:
    - family: Tan
      given: Yue
    - family: Lu
      given: Yingdong
    - family: Xia
      given: Cathy
  citation-key: TanRelative2018
  container-title: arXiv:1810.04300 [math]
  issued:
    - year: 2018
      month: 10
      day: 9
  language: en
  title: Relative Error of Scaled Poisson Approximation via Stein's Method
  type: article-journal
  URL: http://arxiv.org/abs/1810.04300

- id: UpadhyeUnified2020
  accessed:
    - year: 2021
      month: 3
      day: 31
  author:
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      given: Neelesh S.
    - family: Barman
      given: Kalyan
  citation-key: UpadhyeUnified2020
  container-title: arXiv:2004.07593 [math]
  issued:
    - year: 2020
      month: 7
      day: 29
  title: A Unified Approach to Stein's Method for Stable Distributions
  type: article-journal
  URL: http://arxiv.org/abs/2004.07593

- id: WangNonlinear2019
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
    - family: Wang
      given: Dilin
    - family: Liu
      given: Qiang
  citation-key: WangNonlinear2019
  container-title: Proceedings of the 36th International Conference on Machine Learning
  event-title: International Conference on Machine Learning
  ISSN: 2640-3498
  issued:
    - year: 2019
      month: 5
      day: 24
  language: en
  page: 6576-6585
  publisher: PMLR
  title: >-
    Nonlinear Stein Variational Gradient Descent for Learning Diversified
    Mixture Models
  type: paper-conference
  URL: https://proceedings.mlr.press/v97/wang19h.html

- id: WangStein2018
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
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      given: Dilin
    - family: Zeng
      given: Zhe
    - family: Liu
      given: Qiang
  citation-key: WangStein2018
  issued:
    - year: 2018
      month: 6
      day: 7
  language: en
  number: arXiv:1711.07168
  publisher: arXiv
  title: Stein Variational Message Passing for Continuous Graphical Models
  type: article
  URL: http://arxiv.org/abs/1711.07168

- id: WangStein2019
  accessed:
    - year: 2022
      month: 11
      day: 1
  author:
    - family: Wang
      given: Dilin
    - family: Tang
      given: Ziang
    - family: Bajaj
      given: Chandrajit
    - family: Liu
      given: Qiang
  citation-key: WangStein2019
  container-title: >-
    Proceedings of the 33rd International Conference on Neural Information
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  DOI: 10.48550/arXiv.1910.12794
  event-place: Red Hook, NY, USA
  issued:
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      month: 12
      day: 8
  page: 7836–7846
  PMCID: PMC6923147
  PMID: '31857781'
  publisher: Curran Associates Inc.
  publisher-place: Red Hook, NY, USA
  title: Stein variational gradient descent with matrix-valued kernels
  type: paper-conference
  URL: >-
    https://proceedings.neurips.cc/paper/2019/hash/5dcd0ddd3d918c70d380d32bce4e733a-Abstract.html

- id: XuInterpretable2021
  accessed:
    - year: 2021
      month: 3
      day: 30
  author:
    - family: Xu
      given: Wenkai
    - family: Matsuda
      given: Takeru
  citation-key: XuInterpretable2021
  container-title: arXiv:2103.00895 [stat]
  issued:
    - year: 2021
      month: 3
      day: 1
  title: Interpretable Stein Goodness-of-fit Tests on Riemannian Manifolds
  type: article-journal
  URL: http://arxiv.org/abs/2103.00895

- id: XuStein2020
  accessed:
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      month: 5
      day: 11
  author:
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      given: Wenkai
    - family: Matsuda
      given: Takeru
  citation-key: XuStein2020
  container-title: International Conference on Artificial Intelligence and Statistics
  event-title: International Conference on Artificial Intelligence and Statistics
  ISSN: 2640-3498
  issued:
    - year: 2020
      month: 6
      day: 3
  language: en
  page: 320-330
  publisher: PMLR
  title: A Stein Goodness-of-fit Test for Directional Distributions
  type: paper-conference
  URL: http://arxiv.org/abs/2002.06843

- id: XuStein2021
  accessed:
    - year: 2021
      month: 3
      day: 30
  author:
    - family: Xu
      given: Wenkai
    - family: Reinert
      given: Gesine
  citation-key: XuStein2021
  container-title: arXiv:2103.00580 [stat]
  issued:
    - year: 2021
      month: 2
      day: 28
  title: A Stein Goodness of fit Test for Exponential Random Graph Models
  type: article-journal
  URL: http://arxiv.org/abs/2103.00580

- id: ZhangFundamentals2016
  accessed:
    - year: 2023
      month: 8
      day: 4
  author:
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      given: Cindy
  citation-key: ZhangFundamentals2016
  issued:
    - year: 2016
  title: >-
    Fundamentals of Stein’s method and its application in proving central limit
    theorem
  type: thesis
  URL: https://www.math.toronto.edu/undergrad/projects-undergrad/Project02.pdf

- id: ZhuoMessage2018
  accessed:
    - year: 2022
      month: 11
      day: 2
  author:
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      given: Jingwei
    - family: Liu
      given: Chang
    - family: Shi
      given: Jiaxin
    - family: Zhu
      given: Jun
    - family: Chen
      given: Ning
    - family: Zhang
      given: Bo
  citation-key: ZhuoMessage2018
  container-title: Proceedings of the 35th International Conference on Machine Learning
  event-title: International Conference on Machine Learning
  ISSN: 2640-3498
  issued:
    - year: 2018
      month: 7
      day: 3
  language: en
  page: 6018-6027
  publisher: PMLR
  title: Message Passing Stein Variational Gradient Descent
  type: paper-conference
  URL: http://arxiv.org/abs/1711.04425
...
