Normal Approximation by Stein’s Method
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Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Numerical approximation and computational geometry (primarily algorithms) (65D99)
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Cited in
(only showing first 100 items - show all)- A new characterization of the Gamma distribution and associated goodness-of-fit tests
- An Edgeworth expansion for functionals of Gaussian fields and its applications
- Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
- Multivariate approximation in total variation. II: Discrete normal approximation
- Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise
- The fourth moment theorem on the Poisson space
- On the sample mean after a group sequential trial
- A new direct proof of the central limit theorem
- Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables
- A probabilistic proof of some integral formulas involving the Meijer \(G\)-function
- A Stein deficit for the logarithmic Sobolev inequality
- Approximate normality of high-energy hyperspherical eigenfunctions
- Strict convexity of the free energy of the canonical ensemble under decay of correlations
- Stein's method and approximating the quantum harmonic oscillator
- Pólya urns with immigration at random times
- Stein operators for variables form the third and fourth Wiener chaoses
- Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
- Central limit theorems in the configuration model
- Size biased couplings and the spectral gap for random regular graphs
- Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models
- The Gamma Stein equation and noncentral de Jong theorems
- Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
- Inequalities for integrals of modified Bessel functions and expressions involving them
- Size bias for one and all
- Approximating by convolution of the normal and compound Poisson laws via Stein's method
- Approximate central limit theorems
- Normal approximation under local dependence.
- On the normal approximation of a sum of a random number of independent random variables
- A Berry-Esseen bound with applications to vertex degree counts in the Erdős-Rényi random graph
- Degree asymptotics with rates for preferential attachment random graphs
- Total variation error bounds for geometric approximation
- Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method
- On the rates of convergence in central limit theorems for compound random sums of independent random variables
- Limit theorems for network dependent random variables
- Stein's method via induction
- Bounds for an integral of the modified Bessel function of the first kind and expressions involving it
- High-dimensional index volatility models via Stein's identity
- Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT
- Stein's method of exchangeable pairs in multivariate functional approximations
- Fixed point characterizations of continuous univariate probability distributions and their applications
- Stein's method of normal approximation: some recollections and reflections
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference
- On large deviations for combinatorial sums
- On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
- Palm theory, random measures and Stein couplings
- Variations on Salem-Zygmund results for random trigonometric polynomials: application to almost sure nodal asymptotics
- Multivariate normal approximation on the Wiener space: new bounds in the convex distance
- Convergences of the rescaled Whittaker stochastic differential equations and independent sums
- Quantitative two-scale stabilization on the Poisson space
- Berry-Esseen bounds for generalized U-statistics
- Rates of convergence for the superdiffusion in the Boltzmann-Grad limit of the periodic Lorentz gas
- High-dimensional scaling limits of piecewise deterministic sampling algorithms
- AdaBoost and robust one-bit compressed sensing
- Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs
- On algebraic Stein operators for Gaussian polynomials
- New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
- Insertion depth in power-weight trees
- Fourth moment bound and stationary Gaussian processes with positive correlation
- Distances between distributions via Stein's method
- Non-integrable stable approximation by Stein's method
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
- New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions
- The method of cumulants for the normal approximation
- Rates of convergence for random forests via generalized U-statistics
- Characterizations of non-normalized discrete probability distributions and their application in statistics
- Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
- Stein's method in two limit theorems involving the generalized inverse Gaussian distribution
- On some approximations for sums of independent random variables
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation
- Berry-Esseen bounds for functionals of independent random variables
- Bounds for an integral involving the modified lommel function of the first kind
- Stein's method, heat kernel, and linear functions on the orthogonal groups
- Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions
- Coordinate-wise transformation of probability distributions to achieve a Stein-type identity
- Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes
- On the weak laws of large numbers for compound random sums of independent random variables with convergence rates
- A kernel bound for non-symmetric stable distribution and its applications
- First-order covariance inequalities via Stein's method
- A refined Cramér-type moderate deviation for sums of local statistics
- Testing normality via a distributional fixed point property in the Stein characterization
- The optimal third moment theorem
- Stein's method for functions of multivariate normal random variables
- Stein's method for multivariate Brownian approximations of sums under dependence
- Bounds for the asymptotic distribution of the likelihood ratio
- Tensor product Markov chains
- Normal approximations for discrete-time occupancy processes
- Remark on rates of convergence to extreme value distributions via the Stein equations
- Central moment inequalities using Stein's method
- On the error bound in the normal approximation for Jack measures
- Malliavin-Stein method: a survey of some recent developments
- Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials
- Cramér-type moderate deviation theorems for nonnormal approximation
- Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
- Entropy and the fourth moment phenomenon
- Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics
- Normal approximations for wavelet coefficients on spherical Poisson fields
- Malliavin and Dirichlet structures for independent random variables
- On Stein's method for multivariate self-decomposable laws
- Multivariate second order Poincaré inequalities for Poisson functionals
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