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The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Information Theory · Computer Science 2016-11-17 Igal Sason

New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…

Information Theory · Computer Science 2013-07-17 Igal Sason

We investigate the distribution of the depth of a node containing a specific key or, equivalently, the number of steps needed to retrieve an item stored in a randomly grown binary search tree. Using a representation in terms of mixed and…

Probability · Mathematics 2007-05-23 Rudolf Grubel , Nikolce Stefanoski

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…

Probability · Mathematics 2024-04-09 Michel Davydov

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Probability · Mathematics 2012-04-18 Giovanni Peccati

We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…

Probability · Mathematics 2024-09-04 Bero Roos

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Combinatorics · Mathematics 2023-06-22 Harry Crane , Stephen DeSalvo

We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov distance between the law of the maximum of i.i.d. random…

Probability · Mathematics 2013-10-10 Anne Feidt

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…

Probability · Mathematics 2007-05-23 Andrew D. Barbour , Vydas Cekanavicius , Aihua Xia

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

Statistics Theory · Mathematics 2010-11-29 V. Čekanavičius , P. Vellaisamy

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…

Probability · Mathematics 2016-09-07 Louis H. Y. Chen , Aihua Xia

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…

Probability · Mathematics 2009-04-03 Nathan Ross

Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

Computation · Statistics 2025-11-12 Joseph Mathews , Scott C. Schmidler

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

Probability · Mathematics 2022-02-15 Anton Braverman

The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance…

Probability · Mathematics 2021-09-13 Vytas Zacharovas

Next Generation Sequencing (NGS) technologies generate large amounts of short read data for many different organisms. The fact that NGS reads are generally short makes it challenging to assemble the reads and reconstruct the original genome…

Genomics · Quantitative Biology 2015-04-07 Jie Ren , Kai Song , Minghua Deng , Gesine Reinert , Charles H. Cannon , Fengzhu Sun

The rate of occurrence of words is not uniform but varies from document to document. Despite this observation, parameters for conventional n-gram language models are usually derived using the assumption of a constant word rate. In this…

Computation and Language · Computer Science 2007-05-23 Yoshihiko Gotoh , Steve Renals

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross
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