Normal approximation via non-linear exchangeable pairs
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Linear regression; mixed models (62J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)
Abstract: We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract bounds on the normal and Gamma approximation of certain functionals in the Wasserstein distance. Moreover, we illustrate the relevance of this approach by means of three instances of situations to which it can be applied: Functionals of independent random variables, finite population statistics and functionals on finite groups. In the independent case, and in particular for symmetric -statistics, we demonstrate in which respect this approach yields fundamentally better bounds than those in the existing literature. Finally, we apply our results to provide Wasserstein bounds in a CLT for subgraph counts in geometric random graphs based on i.i.d. points in Euclidean space as well as to the normal approximation of Pearson's statistic.
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