The Annals of Applied Probability, Vol. 29, No. 5 (October 2019), pp. 3201-3229 (29 pages) We provide a general bound on theWasserstein distance between two arbitrary distributions of sequences of ...
The normal, Poisson, gamma, binomial, and negative binomial distributions are univariate natural exponential families with quadratic variance functions (the variance is at most a quadratic function of ...