An Introduction to Stein's Method

From MaRDI portal
Revision as of 18:25, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4681826

DOI10.1142/5792zbMath1072.62007OpenAlexW4206352132MaRDI QIDQ4681826

No author found.

Publication date: 29 June 2005

Published in: Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/5792




Related Items (81)

Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equationEnergy landscape for large average submatrix detection problems in Gaussian random matricesMotif estimation via subgraph sampling: the fourth-moment phenomenonParametric Stein operators and variance boundsEntry times distribution for mixing systemsStein's method on Wiener chaosOn the asymptotic behavior of the contaminated sample meanAn Improvement of a Non Uniform Bound on Normal Approximation of Randomized Orthogonal Array Sampling DesignsCentral limit theorems for the energy density in the Sherrington-Kirkpatrick modelBounds on Normal Approximations for the number of Descents and InversionsApproximating dependent rare eventsThe stein characterization ofM-Wright distributionsStein's method and Poisson process approximation for a class of Wasserstein metricsAsymptotics of the mean-field Heisenberg modelA Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averagesDiscretized normal approximation by Stein's methodA Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chainsLocal limit theorems for occupancy modelsAsymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous partThe Malliavin–Stein Method on the Poisson SpaceOn generalized moment identity and its applications: a unified approachNew multivariate tests for assessing covariate balance in matched observational studiesMalliavin calculus for marked binomial processes and applicationsThe Poisson binomial distribution -- old \& newBounding Kolmogorov distances through Wasserstein and related integral probability metricsNormal approximations for discrete-time occupancy processesStein's method for nonlinear statistics: a brief survey and recent progressFrom Stein identities to moderate deviationsRemark on rates of convergence to extreme value distributions via the Stein equationsApproximating symmetrized estimators of scatter via balanced incomplete \(U\)-statisticsImproved bounds in Stein's method for functions of multivariate normal random vectorsOn Stein's method, smoothing estimates in total variation distance and mixture distributionsMultivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert spaceOptimal tuning of the hybrid Monte Carlo algorithmImproved lower bounds on the total variation distance for the Poisson approximationOn the asymptotics of locally dependent point processesExponential bounds for normal approximation of the number of descents and inversionsStein’s method of normal approximation for dynamical systemsGibbs point process approximation: total variation bounds using Stein's methodEfficient multivariate entropy estimation via \(k\)-nearest neighbour distancesAsymptotic distribution-free change-point detection for multivariate and non-Euclidean dataA nonuniform bound to an independent test in high dimensional data analysis via Stein's methodStein's Method for Compound Geometric ApproximationStep Size in Stein's Method of Exchangeable PairsA multivariate CLT for bounded decomposable random vectors with the best known rateEntry and return times distributionNonbacktracking spectrum of random graphs: community detection and nonregular Ramanujan graphsHitting time and mixing time bounds of Stein's factorsBerry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environmentDistributional transformations without orthogonality relationsA Stein type lemma for the multivariate generalized hyperbolic distributionAn isometric study of the Lindeberg-Feller central limit theorem via Stein's methodQuantitative Breuer-Major theoremsCumulants on the Wiener spaceCLT-related large deviation bounds based on Stein's methodOn Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spacesOn Statistical Properties of Palindromes in DNASome results on approximation for distributions of random sums by Poisson distributionMalliavin and Dirichlet structures for independent random variablesOrthogonal polynomials for seminonparametric instrumental variables modelConcentration of measures via size-biased couplingsOn Stein's method for multivariate self-decomposable lawsOn normal approximation for strongly mixing random variablesApproximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphsApproximating by convolution of the normal and compound Poisson laws via Stein's methodLimit distributions of the maximal distance to the nearest neighbourStein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponentПуассоновская аппроксимация для распределения числа “параллелограммов” в случайной выборке из $\mathbb Z_N^q$Approximate central limit theoremsPoisson approximation for the number of non-decreasing runs in Markov chainsAn Improvement of Normal Approximation of Randomized Orthogonal Array Sampling DesignsPoisson Approximation of Impulsive Recurrent Process with Semi-Markov SwitchingOn Lindeberg-Feller limit theoremSecond order Poincaré inequalities and CLTs on Wiener spaceA Three-Parameter Binomial ApproximationOptimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure InequalitiesStein's method for rough pathsOn the error bound in a combinatorial central limit theoremNormal approximation for mixtures of normal distributions and the evolution of phenotypic traitsConstants on a Uniform Berry-Esseen Bound on Some Borel Sets in ℝkvia Stein's MethodStein meets Malliavin in normal approximation






This page was built for publication: An Introduction to Stein's Method