Zero bias enhanced Stein couplings
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Publication:2679649
Abstract: The Stein couplings of Chen and Roellin (2010) vastly expanded the range of applications for which coupling constructions in Stein's method for normal approximation could be applied, and subsumed both Stein's classical exchangeable pair, as well as the size bias coupling. A further simple generalization includes zero bias couplings, and also allows for situations where the coupling is not exact. The zero bias versions result in bounds for which often tedious computations of a variance of a conditional expectation is not required. An example to the Lightbulb process shows that even though the method may be simple to apply, it may yield improvements over previous results that had achieved bounds with optimal rates and small, explicit constants.
In the setting of Gaussian approximation using Stein's method, the author extends the well-known and powerful framework of Stein couplings to include the zero-biased coupling, and situations in which the coupling is not exact. As well as extending the scope of this coupling framework, the approach using zero-biasing avoids bounds which require the computation of an expectation of a conditional variance, which in some applications can be troublesome. Using an application to the lightbulb process, the author also shows that this approach can yield improved error bounds compared to previously known results.
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Cites work
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Cited in
(8)- Stein's method via induction
- On Stein's method for products of normal random variables and zero bias couplings
- scientific article; zbMATH DE number 1195783 (Why is no real title available?)
- Stein's method using approximate zero bias couplings with applications to combinatorial central limit theorems under the Ewens distribution
- Non uniform exponential bounds on normal approximation by Stein's method and monotone size bias couplings
- Some simple variance bounds from Stein's method
- Clubbed binomial approximation for the lightbulb process
- Berry-Esseen theorem for sample quantiles with locally dependent data
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