Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
From MaRDI portal
(Redirected from Publication:971936)
Abstract: In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a higher-dimensional space, we also propose an embedding method which allows for a normal approximation even when the corresponding statistics of interest do not lend themselves easily to Stein's exchangeable pairs approach. To illustrate the method, we provide the examples of runs on the line as well as double-indexed permutation statistics.
Recommendations
- On Stein's method for multivariate normal approximation
- Multivariate normal approximation using exchangeable pairs
- Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding
- A note on the exchangeability condition in Stein's method
- Multivariate normal approximations by Stein's method and size bias couplings
Cites work
- scientific article; zbMATH DE number 4218449 (Why is no real title available?)
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 50805 (Why is no real title available?)
- scientific article; zbMATH DE number 3438144 (Why is no real title available?)
- A Combinatorial Central Limit Theorem
- A multivariate CLT for decomposable random vectors with finite second moments
- A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
- A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
- A note on the exchangeability condition in Stein's method
- An estimate of the remainder in a combinatorial central limit theorem
- Bounds for condition numbers of triangular and trapezoid matrices
- Error bound in a central limit theorem of double-indexed permutation statistics
- Exchangeable pairs and Poisson approximation
- Multivariate normal approximation using exchangeable pairs
- Multivariate normal approximations by Stein's method and size bias couplings
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
- On the rate of convergence in the multivariate CLT
- Runs and scans with applications
- Scan statistics
- Stein's method for diffusion approximations
- The rate of convergence for multivariate sampling statistics
- Translated Poisson approximation using exchangeable pair couplings
Cited in
(80)- A note on the exchangeability condition in Stein's method
- Fluctuation results for general block spin Ising models
- On Stein's method for multivariate self-decomposable laws
- Central limit theorem in high dimensions: the optimal bound on dimension growth rate
- A probability approximation framework: Markov process approach
- Fourth moment theorems on the Poisson space in any dimension
- A random walk approach to linear statistics in random tournament ensembles
- Multivariate normal approximations by Stein's method and size bias couplings
- Rates of multivariate normal approximation for statistics in geometric probability
- Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
- Modified log-Sobolev inequalities and two-level concentration
- Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
- Bounds on convergence for the empirical vector of the Curie-Weiss-Potts model with a non-zero external field vector
- Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
- Gaussian fluctuations of Young diagrams and structure constants of Jack characters
- New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
- Stein's method for functions of multivariate normal random variables
- Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
- Berry-Esseen bounds in the inhomogeneous Curie-Weiss model with external field
- On Stein's method for multivariate self-decomposable laws with finite first moment
- High-dimensional central limit theorems by Stein's method
- Measuring sample quality with diffusions
- A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS
- scientific article; zbMATH DE number 7662451 (Why is no real title available?)
- Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
- Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
- Multivariate second order Poincaré inequalities for Poisson functionals
- Random matrices with prescribed eigenvalues and expectation values for random quantum states
- A first-order Stein characterization for absolutely continuous bivariate distributions
- Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
- Approximation of projections of random vectors
- Stein's method of normal approximation: some recollections and reflections
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
- Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
- Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
- Functional approximations via Stein's method of exchangeable pairs
- Stein's method of exchangeable pairs in multivariate functional approximations
- On rates of convergence in the Curie-Weiss-Potts model with an external field
- Multivariate approximation in total variation. II: Discrete normal approximation
- Stein's method for multivariate Brownian approximations of sums under dependence
- Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding
- Optimal rate of convergence for vector-valued Wiener-Itô integral
- Multivariate normal approximation using exchangeable pairs
- Dirichlet approximation of equilibrium distributions in Cannings models with mutation
- IMPROVING THE RATE OF CONVERGENCE IN THE MULTIDIMENSIONAL CENTRAL LIMIT THEOREM FOR SUMS OF LOCALLY DEPENDENT RANDOM VECTORS
- Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance
- Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
- Orderings of weakly correlated random variables, and prime number races with many contestants
- From \(p\)-Wasserstein bounds to moderate deviations
- Entropy and the fourth moment phenomenon
- Step size in Stein's method of exchangeable pairs
- Stein's method of normal approximation for dynamical systems
- Constants on a uniform Berry-Esseen bound on some Borel sets in \(\mathbb R^k\) via Stein's method
- Moments of random multiplicative functions. I: Low moments, better than squareroot cancellation, and critical multiplicative chaos
- On Stein's method for multivariate normal approximation
- Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
- A multivariate CLT for bounded decomposable random vectors with the best known rate
- Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs
- Approximating dependent rare events
- Bounds for the chi-square approximation of Friedman's statistic by Stein's method
- Stein's method for conditional central limit theorem
- Convergence of densities of some functionals of Gaussian processes
- Mean field spin Glass models under weak external field
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
- Stein's method in high dimensions with applications
- Rates of convergence of the magnetization in the tensor Curie-Weiss Potts model
- The Berry-Esseen bound for identically distributed random variables by Stein method
- Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics
- Stein's method and Narayana numbers
- Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
- On the random Chowla conjecture
- Gaussian approximation of suprema of empirical processes
- Approximation of stable law in Wasserstein-1 distance by Stein's method
- Stein's density method for multivariate continuous distributions
- Non uniform exponential bounds on normal approximation by Stein's method and monotone size bias couplings
- Rates of convergence for the superdiffusion in the Boltzmann-Grad limit of the periodic Lorentz gas
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
This page was built for publication: Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971936)
