A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method
Journal of Probability and Statistics, 2019 The Berry-Esseen bound for the random variable based on the sum of squared sample correlation coefficients and used to test the complete independence in high diemensions is shown by Stein’s method.
Nahathai Rerkruthairat
doaj +2 more sources
Self-supervised MRI denoising: leveraging Stein’s unbiased risk estimator and spatially resolved noise maps [PDF]
Scientific Reports, 2023 Thermal noise caused by the imaged object is an intrinsic limitation in magnetic resonance imaging (MRI), resulting in an impaired clinical value of the acquisitions.
Laura Pfaff +8 more
doaj +2 more sources
New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring. [PDF]
Comput Stat, 2022 Bothma E, Allison JS, Visagie IJH.
europepmc +3 more sources
A local limit theorem assuming finite second moments via Stein’s method
Arab Journal of Basic and Applied SciencesLet [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 +2 more sources
Stein's method for steady-state diffusion approximations: An introduction through the Erlang-A and Erlang-C models [PDF]
Stochastic Systems, 2016 This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment bounds ...
Anton Braverman, J. G. Dai, Jiekun Feng
doaj +2 more sources
Density Formula in Malliavin Calculus by Using Stein’s Method and Diffusions
MathematicsLet 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 +2 more sources
A nonuniform local limit theorem for Poisson binomial random variables via Stein’s method [PDF]
Journal of Inequalities and ApplicationsWe prove a nonuniform local limit theorem concerning approximation of the point probabilities P ( S = k ) $P(S=k)$ , where S = ∑ i = 1 n X i $S=\sum_{i=1}^{n}X_{i}$ , and X 1 , … , X n $X_{1},\ldots ,X_{n}$ are independent Bernoulli random variables with
Graeme Auld, Kritsana Neammanee
doaj +2 more sources
Stein's method and approximating the quantum harmonic oscillator. [PDF]
Bernoulli (Andover), 2019 McKeague IW, Peköz EA, Swan Y.
europepmc +2 more sources
Approximations of normal distribution by its q-generalizations [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 A concept of q-generalization of normal distribution arises in the context of statistical mechanics. In this article, we introduce a q-generalization of normal approximation.
Mongkhon Tuntapthai
doaj +1 more source
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
doaj +1 more source