Distances Between Distributions Via Stein’s Method

We build on the formalism developed in Ernst et al. (First order covariance inequalities via Stein’s method, 2019) to propose new representations of solutions Stein equations. provide uniform and nonuniform bounds these (a.k.a. factors). use obtain for differences between expectations terms apply compute abstract Stein-type Kolmogorov, total variation Wasserstein distances arbitrary distributions. our results several illustrative examples compare with current literature same topic, whenever possible. In all occurrences are competitive.