Results 41 to 50 of about 7,698 (239)
Approximation Results for Sums of Independent Random Variables
Revstat Statistical Journal, 2022 In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of n independent random variables under moment conditions. We use Stein’s method to derive the approximation results in total variation distance.
Pratima Eknath Kadu
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A non-uniform bound on binomial approximation to the beta binomial cumulative distribution function [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2019 This paper uses Stein’s method and the characterization of beta binomial random variable to determine a non-uniform bound for the distance between the beta binomial cumulative distribution function with parameters n N, 0 and 0 and the ...
Kanint Teerapabolarn, Khunakorn Sae-Jeng
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Stein's method of exchangeable pairs in multivariate functional approximations [PDF]
, 2021 In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approximate linear regression property, thereby building on work by Barbour (1990 ...
Döbler, Christian +1 more
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First-order covariance inequalities via Stein’s method [PDF]
Bernoulli, 2019 We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions for the Stein kernel.
Marie Ernst, G. Reinert, Yvik Swan
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Interferometric SAR Phase Filtering With SURE-Based Non-Local Method
IEEE Access, 2020 As the phase of the interferometric synthetic aperture radar (InSAR) contains abundant information for many earth observation activities, the interferometric phase denoising is an important step before InSAR processing and application because of its ...
Rui Guo +3 more
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On strong embeddings by Stein’s method [PDF]
Electronic Journal of Probability, 2016 Typos and minor corrections made to Lemma 2 ...
Bhattacharjee, Chinmoy, Goldstein, Larry
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On Stein’s method for multivariate self-decomposable laws [PDF]
Electronic Journal of Probability, 2019 This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned with multivariate self-decomposable laws without finite first moment and,
B. Arras, C. Houdr'e
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Stein’s method and Narayana numbers [PDF]
Statistics & Probability Letters, 2020 Narayana numbers appear in many places in combinatorics and probability, and it is known that they are asymptotically normal. Using Stein's method of exchangeable pairs, we provide an error of approximation in total variation to a symmetric binomial distribution of order~$n^{-1}$, which also implies a Kolmogorov bound of order~$n^{-1/2}$ for the normal
Jason Fulman, Adrian Röllin
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Iperstoria, 2016 The article takes into account the way in which Gertrude Stein’s literary works have been interpreted by critics over the years. Following the writer’s own cue, scholars – starting with Stein’s long-time friend and admirer, Mable Dodge – have been ...
Enrico Frigeni
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Malliavin–Stein method: a survey of some recent developments
Modern Stochastics: Theory and Applications, 2021 Initiated around the year 2007, the Malliavin–Stein approach to probabilistic approximations combines Stein’s method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade, Malliavin–Stein
Ehsan Azmoodeh +2 more
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