An Introduction to Stein's Method
From MaRDI portal
Publication:4681826
DOI10.1142/5792zbMath1072.62007OpenAlexW4206352132MaRDI QIDQ4681826
No author found.
Publication date: 29 June 2005
Published in: Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/5792
Approximations to statistical distributions (nonasymptotic) (62E17) Distribution theory (60E99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation, Energy landscape for large average submatrix detection problems in Gaussian random matrices, Motif estimation via subgraph sampling: the fourth-moment phenomenon, Parametric Stein operators and variance bounds, Entry times distribution for mixing systems, Stein's method on Wiener chaos, On the asymptotic behavior of the contaminated sample mean, An Improvement of a Non Uniform Bound on Normal Approximation of Randomized Orthogonal Array Sampling Designs, Central limit theorems for the energy density in the Sherrington-Kirkpatrick model, Bounds on Normal Approximations for the number of Descents and Inversions, Approximating dependent rare events, The stein characterization ofM-Wright distributions, Stein's method and Poisson process approximation for a class of Wasserstein metrics, Asymptotics of the mean-field Heisenberg model, A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages, Discretized normal approximation by Stein's method, A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains, Local limit theorems for occupancy models, Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part, The Malliavin–Stein Method on the Poisson Space, On generalized moment identity and its applications: a unified approach, New multivariate tests for assessing covariate balance in matched observational studies, Malliavin calculus for marked binomial processes and applications, The Poisson binomial distribution -- old \& new, Bounding Kolmogorov distances through Wasserstein and related integral probability metrics, Normal approximations for discrete-time occupancy processes, Stein's method for nonlinear statistics: a brief survey and recent progress, From Stein identities to moderate deviations, Remark on rates of convergence to extreme value distributions via the Stein equations, Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics, Improved bounds in Stein's method for functions of multivariate normal random vectors, On Stein's method, smoothing estimates in total variation distance and mixture distributions, Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space, Optimal tuning of the hybrid Monte Carlo algorithm, Improved lower bounds on the total variation distance for the Poisson approximation, On the asymptotics of locally dependent point processes, Exponential bounds for normal approximation of the number of descents and inversions, Stein’s method of normal approximation for dynamical systems, Gibbs point process approximation: total variation bounds using Stein's method, Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances, Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data, A nonuniform bound to an independent test in high dimensional data analysis via Stein's method, Stein's Method for Compound Geometric Approximation, Step Size in Stein's Method of Exchangeable Pairs, A multivariate CLT for bounded decomposable random vectors with the best known rate, Entry and return times distribution, Nonbacktracking spectrum of random graphs: community detection and nonregular Ramanujan graphs, Hitting time and mixing time bounds of Stein's factors, Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment, Distributional transformations without orthogonality relations, A Stein type lemma for the multivariate generalized hyperbolic distribution, An isometric study of the Lindeberg-Feller central limit theorem via Stein's method, Quantitative Breuer-Major theorems, Cumulants on the Wiener space, CLT-related large deviation bounds based on Stein's method, On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces, On Statistical Properties of Palindromes in DNA, Some results on approximation for distributions of random sums by Poisson distribution, Malliavin and Dirichlet structures for independent random variables, Orthogonal polynomials for seminonparametric instrumental variables model, Concentration of measures via size-biased couplings, On Stein's method for multivariate self-decomposable laws, On normal approximation for strongly mixing random variables, Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs, Approximating by convolution of the normal and compound Poisson laws via Stein's method, Limit distributions of the maximal distance to the nearest neighbour, Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent, Пуассоновская аппроксимация для распределения числа “параллелограммов” в случайной выборке из $\mathbb Z_N^q$, Approximate central limit theorems, Poisson approximation for the number of non-decreasing runs in Markov chains, An Improvement of Normal Approximation of Randomized Orthogonal Array Sampling Designs, Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching, On Lindeberg-Feller limit theorem, Second order Poincaré inequalities and CLTs on Wiener space, A Three-Parameter Binomial Approximation, Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities, Stein's method for rough paths, On the error bound in a combinatorial central limit theorem, Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits, Constants on a Uniform Berry-Esseen Bound on Some Borel Sets in ℝkvia Stein's Method, Stein meets Malliavin in normal approximation
