Stein's method for diffusion approximations

From MaRDI portal
Publication:1116151

DOI10.1007/BF01197887zbMath0665.60008OpenAlexW2088307689WikidataQ61387131 ScholiaQ61387131MaRDI QIDQ1116151

Andrew David Barbour

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01197887




Related Items (only showing first 100 items - show all)

Improved bounds in Stein's method for functions of multivariate normal random vectorsRates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equationCouplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridgesCompound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.Stein's method for concentration inequalitiesParametric Stein operators and variance boundsNon-integrable stable approximation by Stein's methodCharacterizations of non-normalized discrete probability distributions and their application in statisticsBerry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithmsStein's method on Wiener chaosStein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact processOn Stein's method for multivariate self-decomposable laws with finite first momentProducts of normal, beta and gamma random variables: Stein operators and distributional theoryOn discrete Gibbs measure approximation to runsApproximation Results for Sums of Independent Random VariablesSunklodas' approach to normal approximation for time-dependent dynamical systemsThe Prelimit Generator Comparison Approach of Stein’s MethodStability of the Bakry-Émery theorem on \(\mathbb{R}^n\)Approximating dependent rare eventsStein's method and the zero bias transformation with application to simple random samplingA Stein characterisation of the generalized hyperbolic distributionStein's method for functions of multivariate normal random variablesA large sample property in approximating the superposition of i.i.d. finite point processesDonsker's theorem in Wasserstein-1 distanceRates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statisticsStein's method for multivariate Brownian approximations of sums under dependenceOn the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifoldHigh-dimensional regimes of non-stationary Gaussian correlated Wishart matricesStein's method for conditional central limit theoremRates of convergence for the number of zeros of random trigonometric polynomialsBounds for the chi-square approximation of Friedman's statistic by Stein's methodA probability approximation framework: Markov process approachDiffusive limits of Lipschitz functionals of Poisson measuresStein's method, smoothing and functional approximationStein's method meets computational statistics: a review of some recent developmentsOn Stein factors for Laplace approximation and their application to random sumsStein's method for nonlinear statistics: a brief survey and recent progressFrom Stein identities to moderate deviationsSome optimal bounds in the central limit theorem using zero biasingStein's density method for multivariate continuous distributionsStein's method for invariant measures of diffusions via Malliavin calculusVector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distanceStein's method, Gaussian processes and palm measures, with applications to queueingCovariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTsHypothesis testing for Fisher-Snedecor diffusionUnnamed ItemStein's method for diffusive limits of queueing processesDistribution of the sum-of-digits function of random integers: a surveyStein’s method of normal approximation for dynamical systemsStein operators for variables form the third and fourth Wiener chaosesHigher-order Stein kernels for Gaussian approximationBounds on convergence for the empirical vector of the Curie-Weiss-Potts model with a non-zero external field vectorIntegration-by-parts characterizations of Gaussian processesStein's method for discrete Gibbs measuresA new method of normal approximationStein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectorsMalliavin-Stein method: a survey of some recent developmentsCramér-type moderate deviation theorems for nonnormal approximationStein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher modelsStein's Method for the Beta Distribution and the Pólya-Eggenberger UrnHitting time and mixing time bounds of Stein's factorsA random walk approach to linear statistics in random tournament ensemblesIdentifying the limiting distribution by a general approach of Stein's methodOrthogonal polynomials in Stein's methodOn rates of convergence in the Curie-Weiss-Potts model with an external fieldMultivariate normal approximation with Stein's method of exchangeable pairs under a general linearity conditionCLT-related large deviation bounds based on Stein's methodOn Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spacesMultivariate normal approximation using Stein's method and Malliavin calculusSpin glasses and Stein's methodOrthogonal polynomials for seminonparametric instrumental variables modelThe Stein-Dirichlet-Malliavin methodStein's method for negatively associated random variables with applications to second-order stationary random fieldsOn Stein's method for multivariate self-decomposable lawsFunctional approximations via Stein's method of exchangeable pairsFunctional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometrySome new Stein operators for product distributionsMeasuring sample quality with diffusionsApproximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphsStatistical Inference for Student Diffusion ProcessApproximation of Hilbert-valued gaussians on Dirichlet structuresStein's method of exchangeable pairs in multivariate functional approximationsFixed point characterizations of continuous univariate probability distributions and their applicationsStein's method of normal approximation: some recollections and reflectionsA functional CLT for nonconventional polynomial arraysDirichlet approximation of equilibrium distributions in Cannings models with mutationExistence of Stein kernels under a spectral gap, and discrepancy boundsStatistical inference for reciprocal gamma diffusion processStein's method for rough pathsStein kernels and moment mapsStein characterizations for linear combinations of gamma random variablesQuantitative two-scale stabilization on the Poisson spaceThe multivariate functional de Jong CLTStein's method, logarithmic Sobolev and transport inequalitiesA unified approach to Stein's method for stable distributionsOn algebraic Stein operators for Gaussian polynomialsConstants on a Uniform Berry-Esseen Bound on Some Borel Sets in ℝkvia Stein's MethodOn a functional contraction methodStein meets Malliavin in normal approximationFunctional convergence of sequential \(U\)-processes with size-dependent kernels



Cites Work


This page was built for publication: Stein's method for diffusion approximations