Results 11 to 20 of about 15,956 (279)
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 ...
Christian Döbler, Mikołaj J. Kasprzak
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Stein’s method and Poisson process approximation for a class of Wasserstein metrics [PDF]
, 2009 Based on Stein's method, we derive upper bounds for Poisson process approximation in the $L_1$-Wasserstein metric $d_2^{(p)}$, which is based on a slightly adapted $L_p$-Wasserstein metric between point measures.
Dominic Schuhmacher
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Nonnormal approximation by Stein’s method of exchangeable pairs with application to the Curie–Weiss model [PDF]
, 2011 Let $(W,W')$ be an exchangeable pair. Assume that \[E(W-W'|W)=g(W)+r(W),\] where $g(W)$ is a dominated term and $r(W)$ is negligible. Let $G(t)=\int_0^tg(s)\,ds$ and define $p(t)=c_1e^{-c_0G(t)}$, where $c_0$ is a properly chosen constant and $c_1=1 ...
Sourav Chatterjee, Qi-Man Shao
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Stein’s method and non-reversible Markov chains [PDF]
, 2004 Let W be either the number of descents or inversions of a permutation. Stein's method is applied to show that W satisfies a central limit theorem with error rate n^(-1/2).
Jason Fulman
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Applications of Stein’s method for concentration inequalities [PDF]
, 2010 Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures.
Sourav Chatterjee, Partha S. Dey
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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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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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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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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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