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Fundamentals of Stein’s method [PDF]
Probability Surveys, 2011 This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration inequalities. The material is presented at a level accessible to beginning graduate students studying probability with the main ...
Louis H. Y. Chen +2 more
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Stein’s method on Wiener chaos [PDF]
Probability Theory and Related Fields, 2008 39 pages; Two sections added; To appear in ...
Nourdin, I., Peccati, G.
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Stein's method for Brownian approximations [PDF]
Communications on Stochastic Analysis, 2013 Communications on Stochastic Analysis (2013)
Coutin, Laure, Decreusefond, Laurent
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Spin glasses and Stein’s method [PDF]
Probability Theory and Related Fields, 2009 29 pages. Final version.
Chatterjee, Sourav
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Stein's method of exchangeable pairs for the Beta distribution and generalizations [PDF]
, 2015 We propose a new version of Stein's method of exchangeable pairs, which, given a suitable exchangeable pair $(W,W')$ of real-valued random variables, suggests the approximation of the law of $W$ by a suitable absolutely continuous distribution.
Döbler, Christian
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Performance Enhancement of INS and UWB Fusion Positioning Method Based on Two-Level Error Model [PDF]
Sensors, 2023 In GNSS-denied environments, especially when losing measurement sensor data, inertial navigation system (INS) accuracy is critical to the precise positioning of vehicles, and an accurate INS error compensation model is the most effective way to improve ...
Zhonghan Li +4 more
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Stein's method and random character ratios [PDF]
Transactions of the American Mathematical Society, 2008 52 ...
Jason Fulman
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Applications of Stein’s method for concentration inequalities [PDF]
The Annals of Probability, 2010 Published in at http://dx.doi.org/10.1214/10-AOP542 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Chatterjee, Sourav, Dey, Partha S.
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Stein's method for concentration inequalities [PDF]
Probability Theory and Related Fields, 2006 15 pages.
Sourav Chatterjee
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Non-integrable stable approximation by Stein's method
Journal of theoretical probability, 2019 We develop Stein's method for $\alpha$-stable approximation with $\alpha\in(0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case $\alpha\in(1,2).$ The main results include an intrinsic upper ...
Chen, Peng +4 more
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