Related papers: Poisson approximation for large clusters in the su…

For theoretical description of pseudospin systems with essential short-range and long-range interactions we use the method based on calculations of the free energy functional with taking into account the short-range interactions within the…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Poisson point process. We show that the so-called Kantorovich-Rubinstein distance between such a…

In this paper, we quantify some known approximation to the Curie-Weiss model via applying the Stein method to the Markov chain whose stationary distribution coincides with Curie-Weiss model.

We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is…

Although the study of weak convergence of superpositions of point processes to the Poisson process dates back to the work of Grigelionis in 1963, it was only recently that Schuhmacher [Stochastic Process. Appl. 115 (2005) 1819--1837]…

The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…

Stein's (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein's method, one needs to establish a Stein…

We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Cluster molecular field approximations represent a substantial progress over the simple Weiss theory where only one spin is considered in the molecular field resulting from all the other spins. In this work we discuss a systematic way of…

Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…

The distribution $\mu_{cl}$ of a Poisson cluster process in $X=\mathbb{R}^{d}$ (with i.i.d. clusters) is studied via an auxiliary Poisson measure on the space of configurations in $\mathfrak{X}=\sqcup_{n} X^n$, with intensity measure…

A Poisson or a binomial process on an abstract state space and a symmetric function $f$ acting on $k$-tuples of its points are considered. They induce a point process on the target space of $f$. The main result is a functional limit theorem…

As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

A $d$-dimensional Ising model on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, a Poisson approximation is given for the distribution of the number of copies in the lattice of any given local configuration,…

Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…

In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…

This paper introduces a hierarchical clustering algorithm, the Clustroid Hierarchical Nearest Neighbor ($\mathrm{CHN}^2$), designed for datasets with a countably infinite number of points. The method builds clusters across successive levels…