The bootstrap and empirical measures:

Comparison of large networks with sub-sampling strategies; Ali, Wegner, Gaunt, Deane and Reinert

Stein Discrepancies:

On Stein’s Identity and Near-Optimal Estimation in High-dimensional Index Models; Yang, Balasubramanian and Liu

Scalable Approximations for Generalized Linear Problems; Erdogdu, Bayati and Dicker

Non-Gaussian Observations in Nonlinear Compressed Sensing via Stein Discrepancies; Goldstein and Wei

Distributional Approximation

Generalized gamma approximation with rates for urns, walks and trees; Peköz, Röllin and Ross

Some General References on Stein’s Method:

Normal Approximation by Stein’s Method; Chen, Goldstein and Shao

Fundamental’s of Stein’s Method; Ross