Results 31 to 40 of about 7,698 (239)
Stein's method and approximating the quantum harmonic oscillator. [PDF]
Bernoulli (Andover), 2019 Hall et al. (2014) recently proposed that quantum theory can be understood as the continuum limit of a deterministic theory in which there is a large, but finite, number of classical "worlds." A resulting Gaussian limit theorem for particle positions in ...
McKeague IW, Peköz EA, Swan Y.
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Stein’s method of normal approximation: Some recollections and reflections [PDF]
Annals of Statistics, 2021 This paper is a short exposition of Stein's method of normal approximation from my personal perspective. It focuses mainly on the characterization of the normal distribution and the construction of Stein identities. Through examples, it provides glimpses
Louis H. Y. Chen
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High-dimensional central limit theorems by Stein’s method [PDF]
The Annals of Applied Probability, 2020 We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random variables or a sum of
Xiao Fang, Yuta Koike
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, 2013 We develop Stein's method for the half-normal distribution and apply it to derive rates of convergence in distributional limit theorems for three statistics of the simple symmetric random walk: the maximum value, the number of returns to the origin and ...
Christian Döbler
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment [PDF]
SpringerBriefs in Probability and Mathematical Statistics, 2019 We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment.
Benjamin Arras, Christian Houdré
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Stein's Method for Stationary Distributions of Markov Chains and Application to Ising Models [PDF]
The Annals of Applied Probability, 2017 We develop a new technique, based on Stein's method, for comparing two stationary distributions of irreducible Markov Chains whose update rules are `close enough'.
Guy Bresler, Anant Raj
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Some recent advances for limit theorems [PDF]
ESAIM: Proceedings and Surveys, 2020 We present some recent developments for limit theorems in probability theory, illustrating the variety of this field of activity. The recent results we discuss range from Stein’s method, as well as for infinitely divisible distributions as applications ...
Arras Benjamin +4 more
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A diffusion approach to Stein’s method on Riemannian manifolds [PDF]
Bernoulli, 2020 We detail an approach to develop Stein's method for bounding integral metrics on probability measures defined on a Riemannian manifold $\mathbf{M}$. Our approach exploits the relationship between the generator of a diffusion on $\mathbf{M}$ with target ...
Huiling Le +3 more
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Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula [PDF]
Probability theory and related fields, 2018 Stein’s method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for test functions with bounded second- or higher-order derivatives.
Xiao Fang, Q. Shao, Lihu Xu
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Stein’s method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem [PDF]
Probability theory and related fields, 2019 We use Stein’s method to bound the Wasserstein distance of order 2 between a measure ν\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{
Thomas Bonis
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