Fundamentals of Stein's method

From MaRDI portal
Publication:431512

DOI10.1214/11-PS182zbMath1245.60033arXiv1109.1880MaRDI QIDQ431512

Nathan Ross

Publication date: 28 June 2012

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.1880



Related Items

Randomized numerical linear algebra: Foundations and algorithms, Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels, Computing (Bivariate) Poisson Moments Using Stein–Chen Identities, KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH, Random Simplicial Complexes: Models and Phenomena, The containment profile of hyper-recursive trees, Stein’s method and the distribution of the product of zero mean correlated normal random variables, Approximation Results for Sums of Independent Random Variables, The Prelimit Generator Comparison Approach of Stein’s Method, Normal approximation for generalizedU-statistics and weighted random graphs, The stein characterization ofM-Wright distributions, Local limit theorems for occupancy models, The Cramér-Lundberg model with a fluctuating number of clients, Random triangles in random graphs, Random cographs: Brownian graphon limit and asymptotic degree distribution, Combinatorial and stochastic properties of ranked tree‐child networks, A limit theorem for small cliques in inhomogeneous random graphs, Convergence rate for the number of crossings in a random labelled tree, Concentration inequalities using approximate zero bias couplings with applications to Hoeffding’s statistic under the Ewens distribution, Stein's method for conditional central limit theorem, Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method, Using a Chen-Stein identity to obtain low variance simulation estimators, Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding, Wasserstein-\(p\) bounds in the central limit theorem under local dependence, Approaching the coupon collector’s problem with group drawings via Stein’s method, On Stein's method for stochastically monotone single-birth chains, Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization, Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators, Normal approximation for fire incident simulation using permanental Cox processes, Stein's density method for multivariate continuous distributions, Limit Theorems for Empirical Density of Greatest Common Divisors, Local limit theorems for subgraph counts, Card guessing and the birthday problem for sampling without replacement, Particle density in diffusion-limited annihilating systems, Uniformly Bounded Regret in the Multisecretary Problem, Stein's method, Gaussian processes and palm measures, with applications to queueing, Population interference in panel experiments, A diffusion approach to Stein's method on Riemannian manifolds, Goodness of fit test for Rayleigh distribution with censored observations, Unnamed Item, Unnamed Item, Most edge‐orderings of Kn have maximal altitude, Stein’s method of normal approximation for dynamical systems, Higher-order Stein kernels for Gaussian approximation, Trees grown under young-age preferential attachment, On moderate deviations in Poisson approximation, About the Stein equation for the generalized inverse Gaussian and Kummer distributions, Non-concentration of the chromatic number of a random graph, Maximum likelihood characterization of distributions, Stein's method for negatively associated random variables with applications to second-order stationary random fields, Poisson statistics of eigenvalues in the hierarchical Dyson model, Fluctuations in a general preferential attachment model via Stein's method, A note on existence of free Stein kernels, Positive association of the oriented percolation cluster in randomly oriented graphs, Dirichlet approximation of equilibrium distributions in Cannings models with mutation, Periodic solutions of one-dimensional cellular automata with uniformly chosen random rules, Insertion depth in power-weight trees, A general parametric Stein characterization, Energy landscape for large average submatrix detection problems in Gaussian random matrices, Fluctuations of bridges, reciprocal characteristics and concentration of measure, New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions, Stein's method in two limit theorems involving the generalized inverse Gaussian distribution, On leaf related statistics in recursive tree models, Intrinsic volumes of random cubical complexes, Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process, On Stein's method for multivariate self-decomposable laws with finite first moment, Berry-Esseen bounds for functionals of independent random variables, A central limit theorem for descents of a Mallows permutation and its inverse, Exchangeable trait allocations, A load balancing system in the many-server heavy-traffic asymptotics, A threshold for cutoff in two-community random graphs, Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes, Stability of eigenvalues and observable diameter in RCD\((1, \infty)\) spaces, Stability of the Bakry-Émery theorem on \(\mathbb{R}^n\), Approximating dependent rare events, First-order covariance inequalities via Stein's method, A Stein characterisation of the generalized hyperbolic distribution, Testing normality via a distributional fixed point property in the Stein characterization, Stein's method for functions of multivariate normal random variables, A state-dependent queueing system with asymptotic logarithmic distribution, Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances, Stein's method for multivariate Brownian approximations of sums under dependence, On the number of leaves in a random recursive tree, On generalized moment identity and its applications: a unified approach, A Wright-Fisher model with indirect selection, Zero bias enhanced Stein couplings, A central limit theorem for the length of the longest common subsequences in random words, Poisson process approximation under stabilization and Palm coupling, Design and analysis of bipartite experiments under a linear exposure-response model, Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty, Stein's method meets computational statistics: a review of some recent developments, Bounding Kolmogorov distances through Wasserstein and related integral probability metrics, On the asymptotic normality conditions for the number of repetitions in a stationary random sequence, Stein's method for nonlinear statistics: a brief survey and recent progress, A probabilistic proof of some integral formulas involving the Meijer \(G\)-function, Compound Poisson approximations to sums of extrema of Bernoulli variables, Stability of the Poincaré constant, Degree asymptotics with rates for preferential attachment random graphs, Improved lower bounds on the total variation distance for the Poisson approximation, Total variation error bounds for geometric approximation, Stein's method and approximating the quantum harmonic oscillator, Concentration inequalities via zero bias couplings, CLT for circular beta-ensembles at high temperature, Descent-inversion statistics in riffle shuffles, Asymptotic results on Hoppe trees and their variations, Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings, Error bounds in local limit theorems using Stein's method, Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models, Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method, Size biased couplings and the spectral gap for random regular graphs, Hitting time and mixing time bounds of Stein's factors, A random walk approach to linear statistics in random tournament ensembles, Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models, Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment, Inequalities for integrals of modified Bessel functions and expressions involving them, Size bias for one and all, The split-and-drift random graph, a null model for speciation, Exchangeable pairs, switchings, and random regular graphs, Convergence of point processes associated with coupon collector's and Dixie cup problems, Stein's method via induction, Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting, On Stein's method for multivariate self-decomposable laws, On unfair permutations, Generalized gamma approximation with rates for urns, walks and trees, Some new Stein operators for product distributions, Stein's method using approximate zero bias couplings with applications to combinatorial central limit theorems under the Ewens distribution, Characterizations of GIG laws: a survey, Bounds for an integral of the modified Bessel function of the first kind and expressions involving it, Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs, Stein's method for stationary distributions of Markov chains and application to Ising models, Approximating by convolution of the normal and compound Poisson laws via Stein's method, Stein's method for the single server queue in heavy traffic, Anti-concentration for subgraph counts in random graphs, The coupling method in extreme value theory, An algebra of Stein operators, Stein's method of exchangeable pairs in multivariate functional approximations, Fixed point characterizations of continuous univariate probability distributions and their applications, Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I, Convergence Rate of Random Geometric Sum Distributions to the Laplace Law, Existence of Stein kernels under a spectral gap, and discrepancy bounds, Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator, Poisson approximation with applications to stochastic geometry, Dickman approximation in simulation, summations and perpetuities, Normal approximation for associated point processes via Stein's method with applications to determinantal point processes, Stein kernels and moment maps, Integration by parts and the KPZ two-point function, Limit theorems for distributions invariant under groups of transformations, Random graph asymptotics for treatment effect estimation under network interference, Power Laws in Preferential Attachment Graphs and Stein's Method for the Negative Binomial Distribution, Rates of convergence for the superdiffusion in the Boltzmann-Grad limit of the periodic Lorentz gas, Rate-optimal cluster-randomized designs for spatial interference, A unified approach to Stein's method for stable distributions, On algebraic Stein operators for Gaussian polynomials, Stein meets Malliavin in normal approximation, Second-order properties and central limit theorems for geometric functionals of Boolean models



Cites Work