Related papers: Applications of Stein's method for concentration i…

In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like…

We present new concentration of measure inequalities for Markov chains, generalising results for chains that are contracting in Wasserstein distance. These are particularly suited to establishing the cut-off phenomenon for suitable chains.…

In this paper, we establish a class of Stein-Weiss type inequality with partial variable weight functions on the upper half space using a weighted Hardy type inequality. Overcoming the impact of weighted functions, the existence of extremal…

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…

We introduce a symmetrization technique that allows us to translate a problem of controlling the deviation of some functionals on a product space from their mean into a problem of controlling the deviation between two independent copies of…

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

We derive concentration inequalities for empirical means $\frac{1}{t} \int_0^t f(X_s) ds$ where $X_s$ is an irreducible Markov jump process on a finite state space and $f$ some observable. Using a Feynman-Kac semigroup we first derive a…

In this study the magnetization phenomenon has been investigated as a behavior of interacting elementary moments ensemble, with the help of Ising model [1] in the frame of non-extensive statistical mechanics. To investigate the physical…

One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…

Using coupling techniques based on Stein's method for probability approximation, we revisit classical variance bounding inequalities of Chernoff, Cacoullos, Chen and Klaassen. Taking advantage of modern coupling techniques allows us to…

We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic,…

We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie-Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for…

Let $\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m)$ be a negatively associated mean zero random vector with components that obey the bound $|\xi_i| \le B, i=1,\ldots,m$, and whose sum $W = \sum_{i=1}^m \xi_i$ has variance 1, the bound \[…

We investigate the multivariate central limit theorem for nonlinear statistics by means of Stein's method and Slepian's smart path interpolation method. Based on certain difference operators in theory of concentration inequalities, we…

Stein's method is used to prove limit theorems for random character ratios. Tools are developed for four types of structures: finite groups, Gelfand pairs, twisted Gelfand pairs, and association schemes. As one example an error term is…

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these…

We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on…

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…