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