Results 91 to 100 of about 7,698 (239)

Stein’s method for the bootstrap

, 2004
This paper gives new proofs for many known results about the convergence in law of the bootstrap distribution to the true distribution of smooth statistics, whether the samples studied come from independent realizations of a random variable or dependent realizations with weak dependence.
Holmes, Susan, Reinert, Gesine
openaire   +2 more sources

Stein’s method for nonconventional sums

Electronic Communications in Probability, 2018
We obtain almost optimal convergence rate in the central limit theorem for "nonconevntional" sums of the form $S_N=N^{-\frac12}\sum_{n=1}^N (F( _n, _{2n},..., _{\ell n})-\bar F)$.
openaire   +4 more sources

A local limit theorem assuming finite second moments via Stein’s method

Arab Journal of Basic and Applied Sciences
Let [Formula: see text] be independent but not necessarily identically distributed integer-valued random variables and let [Formula: see text] Estimation of the point probabilities [Formula: see text] is a common problem that occurs in many applied ...
Graeme Auld, Kritsana Neammanee
doaj   +1 more source

An improved bound for negative binomial approximation with -functions

AKCE International Journal of Graphs and Combinatorics, 2017
In this article, we use Stein’s method together with -functions to give an improved bound for the total variation distance between the distribution of a non-negative integer-valued random variable and the negative binomial distribution with parameters ...
K. Teerapabolarn
doaj   +1 more source

Multiple Parameters Determination for Image and Video Reconstruction Using Genetic Algorithm and Generalized Stein’s Unbiased Risk Estimation

IEEE Access, 2019
This paper proposes a heuristic multi-parameter optimization method for image and video reconstruction. The method is embedded in an evolutionary computation framework in which a set of parameters are encoded into chromosomes of an individual, and a ...
Zhi Dou, Lin Sun, Weiping Ding
doaj   +1 more source

Stein's Method and Characters of Compact Lie Groups

, 2008
Stein's method is used to study the trace of a random element from a compact Lie group or symmetric space. Central limit theorems are proved using very little information: character values on a single element and the decomposition of the square of the ...
A. Klyachko, A. Soshnikov, B. Collins, E. Dueñez, E. Meckes, F. Götze, J. Fulman, J.P. Keating, Jason Fulman, K. Johansson, L. Pastur, L. Vretare, N. Katz, P. Diaconis, P. Diaconis, P. Diaconis, R. Proctor, T. Baker, Y. Rinott   +18 more
core   +2 more sources

Stein's method, Palm theory and Poisson process approximation

, 2004
The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence.
Chen, Louis H. Y., Xia, Aihua
core   +1 more source

A Generalized Equilibrium Transform with Application to Error Bounds in the Rényi Theorem with No Support Constraints

Mathematics, 2020
We introduce a generalized stationary renewal distribution (also called the equilibrium transform) for arbitrary distributions with finite nonzero first moment and study its properties.
Irina Shevtsova, Mikhail Tselishchev
doaj   +1 more source

Density Formula in Malliavin Calculus by Using Stein’s Method and Diffusions

Mathematics
Let G be a random variable of functionals of an isonormal Gaussian process X defined on some probability space. Studies have been conducted to determine the exact form of the density function of the random variable G.
Hyun-Suk Park
doaj   +1 more source

Estimation of Quantum Fisher Information via Stein's Identity in Variational Quantum Algorithms [PDF]

Quantum
The Quantum Fisher Information Matrix (QFIM) plays a crucial role in quantum optimization algorithms such as Variational Quantum Imaginary Time Evolution and Quantum Natural Gradient Descent.
Mourad Halla
doaj   +1 more source